+246.7%
FFIV vs VEU
+155.0%
+91.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.4% |
| 7D | +5.4% | -1.4% | +6.9% | +6.7% |
| 30D | -2.7% | -0.4% | -2.2% | -2.3% |
| 3M | +4.5% | +2.5% | +2.0% | +2.1% |
| 6M | +42.2% | +11.1% | +31.1% | +28.5% |
| YTD | +61.3% | +16.5% | +44.8% | +39.4% |
| 1Y | +23.0% | +22.9% | +0.1% | +1.2% |
| 3Y | +156.3% | +73.4% | +82.8% | +53.7% |
| 5Y | +102.9% | +56.1% | +46.8% | +33.5% |
| All | +246.7% | +155.0% | +91.7% | +57.4% |
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