+47.1%
FE vs VT
+60.6%
-13.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +8.1% | -1.4% | +9.5% | +8.6% |
| 3M | -1.3% | -1.4% | +0.1% | -0.9% |
| 6M | +2.9% | +5.5% | -2.6% | +0.8% |
| YTD | +8.6% | +12.8% | -4.3% | +3.5% |
| 1Y | +6.3% | +15.4% | -9.1% | +0.5% |
| 3Y | +45.1% | +76.9% | -31.7% | +12.1% |
| 5Y | +47.1% | +60.4% | -13.3% | +16.1% |
| All | +47.1% | +60.6% | -13.4% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling