-25.5%
VFC vs VEU
+77.0%
-102.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.2% |
| 7D | +0.8% | +1.7% | -0.8% | -1.8% |
| 30D | -11.9% | +1.0% | -12.9% | -13.4% |
| 3M | -20.2% | +5.6% | -25.8% | -27.2% |
| 6M | -23.0% | +13.7% | -36.6% | -38.8% |
| YTD | -26.2% | +17.7% | -43.9% | -45.3% |
| 1Y | -13.3% | +25.8% | -39.1% | -43.1% |
| 3Y | -25.5% | +77.1% | -102.6% | -74.7% |
| All | -25.5% | +77.0% | -102.5% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling