+102.4%
FN vs VEU
+64.7%
+37.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.3% |
| 7D | 0.0% | -1.6% | +1.6% | +3.2% |
| 30D | -34.3% | -4.3% | -30.0% | -28.3% |
| 3M | -39.9% | -5.8% | -34.0% | -32.1% |
| 6M | -51.8% | -4.4% | -47.5% | -46.3% |
| YTD | -28.1% | +8.7% | -36.8% | -34.5% |
| 1Y | -29.1% | +12.6% | -41.7% | -38.4% |
| 3Y | +102.4% | +65.2% | +37.2% | +7.9% |
| All | +102.4% | +64.7% | +37.7% | +7.9% |
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 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