+160.3%
FN vs VEU
+75.1%
+85.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.2% |
| 7D | -1.7% | +1.1% | -2.8% | -3.6% |
| 30D | -22.0% | +2.2% | -24.2% | -24.2% |
| 3M | -43.0% | +3.0% | -46.0% | -44.7% |
| 6M | -27.7% | +10.9% | -38.6% | -37.4% |
| YTD | -10.5% | +18.2% | -28.7% | -30.0% |
| 1Y | +12.5% | +28.3% | -15.8% | -21.7% |
| All | +160.3% | +75.1% | +85.2% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling