+92.6%
FFIV vs VEU
+56.3%
+36.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -1.5% | +1.7% | -3.2% | -2.9% |
| 30D | -2.7% | +1.0% | -3.6% | -3.5% |
| 3M | -1.7% | +5.6% | -7.3% | -6.4% |
| 6M | +36.1% | +13.7% | +22.5% | +20.5% |
| YTD | +52.6% | +17.7% | +34.9% | +30.5% |
| 1Y | +21.5% | +25.8% | -4.2% | -2.5% |
| 3Y | +142.7% | +77.1% | +65.6% | +39.0% |
| 5Y | +92.6% | +57.1% | +35.4% | +22.9% |
| All | +92.6% | +56.3% | +36.3% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling