+126.7%
FFIV vs VEU
+149.7%
-23.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | 0.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.4% |
| 30D | -32.4% | -1.0% | -31.4% | -31.8% |
| 3M | -22.7% | -3.6% | -19.1% | -20.2% |
| 6M | -10.7% | -1.2% | -9.5% | -10.1% |
| YTD | +25.4% | +12.0% | +13.4% | +12.1% |
| 1Y | +34.2% | +13.9% | +20.3% | +18.2% |
| 3Y | +101.2% | +71.3% | +29.9% | +21.6% |
| 5Y | +42.0% | +50.3% | -8.3% | -3.6% |
| 10Y | +126.7% | +150.3% | -23.6% | +1.6% |
| All | +126.7% | +149.7% | -23.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling