+158.3%
VEA vs FDS
+66.9%
+91.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | +0.2% |
| 7D | -2.1% | -16.0% | +13.9% | +2.2% |
| 30D | -1.1% | -6.7% | +5.7% | +0.4% |
| 3M | +5.1% | +6.0% | -0.9% | +2.2% |
| 6M | +9.8% | +25.1% | -15.3% | +0.4% |
| YTD | +15.9% | -8.1% | +24.1% | +16.1% |
| 1Y | +24.6% | -26.0% | +50.6% | +33.4% |
| 3Y | +75.5% | -36.4% | +112.0% | +95.7% |
| 5Y | +59.4% | -27.7% | +87.1% | +66.6% |
| All | +158.3% | +66.9% | +91.5% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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