+160.5%
VEA vs FDS
+127.7%
+32.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | +0.2% | +14.8% | -14.6% | -3.3% |
| 3M | -5.3% | +16.3% | -21.6% | -9.4% |
| 6M | -0.9% | +66.2% | -67.2% | -15.5% |
| YTD | +12.2% | +16.2% | -4.0% | +5.5% |
| 1Y | +16.1% | +21.8% | -5.7% | +7.1% |
| 3Y | +73.0% | -23.9% | +96.9% | +85.3% |
| 5Y | +53.7% | -23.1% | +76.8% | +61.4% |
| All | +160.5% | +127.7% | +32.8% | +84.4% |
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