-63.3%
FND vs VEU
+53.0%
-116.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | +0.3% |
| 7D | -5.1% | -1.9% | -3.2% | -2.4% |
| 30D | -22.5% | -0.7% | -21.8% | -21.7% |
| 3M | -5.0% | +4.9% | -9.9% | -11.5% |
| 6M | -21.5% | +9.8% | -31.4% | -31.6% |
| YTD | -23.0% | +15.3% | -38.3% | -37.6% |
| 1Y | -44.9% | +23.0% | -67.9% | -59.3% |
| 3Y | -50.0% | +73.5% | -123.5% | -77.8% |
| 5Y | -63.3% | +54.5% | -117.8% | -80.7% |
| All | -63.3% | +53.0% | -116.4% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling