+40.7%
FFIV vs VEU
+48.8%
-8.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.6% |
| 30D | -33.9% | -2.3% | -31.6% | -32.5% |
| 3M | -22.6% | -4.4% | -18.2% | -19.6% |
| 6M | -10.4% | -2.2% | -8.2% | -8.9% |
| YTD | +24.3% | +10.9% | +13.4% | +11.7% |
| 1Y | +31.8% | +13.4% | +18.4% | +16.0% |
| 3Y | +99.5% | +69.7% | +29.8% | +17.6% |
| 5Y | +40.7% | +50.0% | -9.2% | -3.6% |
| All | +40.7% | +48.8% | -8.1% | -3.6% |
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 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