+3,689.8%
FN vs VEU
+249.8%
+3,440.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.5% |
| 7D | -1.7% | +1.1% | -2.8% | -2.9% |
| 30D | -22.0% | +2.2% | -24.2% | -23.5% |
| 3M | -43.0% | +3.0% | -46.0% | -44.0% |
| 6M | -27.7% | +10.9% | -38.6% | -34.0% |
| YTD | -10.5% | +18.2% | -28.7% | -23.7% |
| 1Y | +12.5% | +28.3% | -15.8% | -11.5% |
| 3Y | +153.8% | +74.6% | +79.2% | +47.1% |
| 5Y | +288.0% | +56.4% | +231.6% | +152.8% |
| 10Y | +906.4% | +153.0% | +753.4% | +312.8% |
| All | +3,689.8% | +249.8% | +3,440.0% | +1,134.8% |
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