-75.0%
FRSH vs VEU
+59.0%
-134.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -1.1% |
| 7D | -6.6% | -1.4% | -5.2% | -5.0% |
| 30D | +2.1% | -0.4% | +2.5% | +2.4% |
| 3M | +29.0% | +2.5% | +26.4% | +23.3% |
| 6M | +48.6% | +11.1% | +37.5% | +24.1% |
| YTD | -2.9% | +16.5% | -19.5% | -26.0% |
| 1Y | -7.9% | +22.9% | -30.8% | -35.8% |
| 3Y | -46.5% | +73.4% | -119.9% | -79.3% |
| All | -75.0% | +59.0% | -134.0% | -88.3% |
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