+133.5%
FE vs VTEB
+26.7%
+106.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.8% |
| 30D | -1.2% | -1.3% | +0.2% | +0.3% |
| 3M | +3.5% | -2.1% | +5.6% | +5.9% |
| 6M | -6.1% | -1.7% | -4.4% | -4.3% |
| YTD | +7.6% | -0.6% | +8.2% | +8.3% |
| 1Y | +11.9% | +3.1% | +8.8% | +8.3% |
| 3Y | +48.4% | +9.2% | +39.2% | +35.0% |
| 5Y | +44.8% | +2.2% | +42.6% | +40.8% |
| 10Y | +115.9% | +18.8% | +97.1% | +92.9% |
| All | +133.5% | +26.7% | +106.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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