-68.5%
VFC vs VEU
+155.0%
-223.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +3.0% |
| 7D | -1.4% | -1.4% | 0.0% | +0.5% |
| 30D | -9.0% | -0.4% | -8.6% | -8.5% |
| 3M | -24.2% | +2.5% | -26.7% | -26.8% |
| 6M | -18.5% | +11.1% | -29.7% | -29.4% |
| YTD | -25.9% | +16.5% | -42.4% | -39.6% |
| 1Y | -13.0% | +22.9% | -35.9% | -33.6% |
| 3Y | -20.3% | +73.4% | -93.7% | -59.2% |
| 5Y | -78.1% | +56.1% | -134.2% | -87.2% |
| All | -68.5% | +155.0% | -223.5% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling