-22.6%
FPS vs VEU
+6.7%
-29.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.0% | -19.3% | -21.8% |
| 7D | -23.3% | +0.2% | -23.5% | -24.2% |
| 30D | -42.4% | -2.1% | -40.3% | -39.2% |
| 3M | -43.0% | -2.7% | -40.3% | -38.8% |
| 6M | -44.5% | +3.2% | -47.7% | -45.6% |
| All | -22.6% | +6.7% | -29.3% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling