+80.3%
VFC vs VEU
+174.3%
-94.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.2% |
| 7D | -1.4% | +2.4% | -3.8% | -3.4% |
| 30D | +24.6% | -2.0% | +26.6% | +26.8% |
| 3M | +38.4% | -5.1% | +43.6% | +44.8% |
| 6M | +15.3% | -0.7% | +16.0% | +15.7% |
| YTD | +12.7% | +11.0% | +1.7% | +3.1% |
| 1Y | +32.7% | +12.4% | +20.3% | +20.3% |
| 3Y | +43.7% | +69.8% | -26.1% | -4.6% |
| 5Y | -69.2% | +48.2% | -117.4% | -76.8% |
| 10Y | -50.0% | +148.1% | -198.1% | -73.5% |
| All | +80.3% | +174.3% | -94.0% | -17.8% |
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