+990.4%
FFIV vs VEU
+192.1%
+798.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.9% |
| 7D | -1.0% | +1.1% | -2.1% | -1.9% |
| 30D | -5.1% | +2.2% | -7.2% | -6.8% |
| 3M | -4.5% | +3.0% | -7.4% | -7.0% |
| 6M | +36.5% | +10.9% | +25.6% | +24.2% |
| YTD | +53.0% | +18.2% | +34.8% | +31.8% |
| 1Y | +24.2% | +28.3% | -4.1% | -0.1% |
| 3Y | +137.2% | +74.6% | +62.6% | +46.9% |
| 5Y | +91.8% | +56.4% | +35.4% | +30.6% |
| 10Y | +215.2% | +153.0% | +62.2% | +43.9% |
| All | +990.4% | +192.1% | +798.3% | +383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling