+20.3%
VFC vs VEU
+192.1%
-171.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +1.9% |
| 7D | -1.6% | +1.1% | -2.8% | -2.6% |
| 30D | -11.6% | +2.2% | -13.8% | -13.3% |
| 3M | -18.1% | +3.0% | -21.1% | -20.2% |
| 6M | -27.4% | +10.9% | -38.2% | -33.5% |
| YTD | -24.8% | +18.2% | -43.0% | -34.8% |
| 1Y | -8.2% | +28.3% | -36.5% | -25.5% |
| 3Y | -29.1% | +74.6% | -103.7% | -54.1% |
| 5Y | -79.2% | +56.4% | -135.5% | -85.1% |
| 10Y | -68.1% | +153.0% | -221.1% | -83.5% |
| All | +20.3% | +192.1% | -171.9% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling