+158.3%
VEA vs FDS
+523.3%
-365.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.3% | +1.5% | +0.8% | +1.7% |
| 30D | +0.2% | +14.8% | -14.6% | -5.3% |
| 3M | -5.3% | +16.3% | -21.6% | -11.8% |
| 6M | -0.9% | +66.2% | -67.2% | -22.1% |
| YTD | +12.2% | +16.2% | -4.0% | +0.2% |
| 1Y | +16.1% | +21.8% | -5.7% | +1.1% |
| 3Y | +73.0% | -23.9% | +96.9% | +81.3% |
| 5Y | +53.7% | -23.1% | +76.8% | +57.1% |
| 10Y | +159.3% | +128.7% | +30.6% | +44.4% |
| All | +158.3% | +523.3% | -365.1% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling