+47.7%
FND vs VEU
+129.5%
-81.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | -0.5% |
| 7D | -5.8% | -1.4% | -4.3% | -3.8% |
| 30D | -20.2% | -0.4% | -19.8% | -19.7% |
| 3M | -12.0% | +2.5% | -14.5% | -15.5% |
| 6M | -18.5% | +11.1% | -29.7% | -30.2% |
| YTD | -22.3% | +16.5% | -38.8% | -37.9% |
| 1Y | -47.6% | +22.9% | -70.6% | -61.3% |
| 3Y | -49.8% | +73.4% | -123.2% | -77.4% |
| 5Y | -63.0% | +56.1% | -119.1% | -80.1% |
| All | +47.7% | +129.5% | -81.8% | -46.9% |
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 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