+755.5%
FN vs VEU
+150.0%
+605.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.0% |
| 7D | +20.8% | +2.4% | +18.4% | +17.8% |
| 30D | -17.3% | -2.0% | -15.3% | -14.2% |
| 3M | -38.1% | -5.1% | -33.0% | -32.9% |
| 6M | -44.2% | -0.7% | -43.5% | -42.1% |
| YTD | -22.3% | +11.0% | -33.3% | -28.7% |
| 1Y | -20.9% | +12.4% | -33.3% | -28.1% |
| 3Y | +111.1% | +69.8% | +41.3% | +22.7% |
| 5Y | +191.8% | +48.2% | +143.6% | +97.4% |
| All | +755.5% | +150.0% | +605.5% | +300.0% |
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