+49.0%
FE vs VT
+66.2%
-17.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.2% | +1.0% | -2.1% | -1.5% |
| 3M | +3.5% | +2.4% | +1.1% | +2.6% |
| 6M | -6.1% | +12.0% | -18.1% | -10.0% |
| YTD | +7.6% | +15.3% | -7.7% | +1.9% |
| 1Y | +11.9% | +22.6% | -10.7% | +3.3% |
| 3Y | +48.4% | +74.7% | -26.2% | +15.5% |
| All | +49.0% | +66.2% | -17.2% | +13.8% |
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