+137.0%
FE vs VTEB
+26.8%
+110.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +1.2% | -1.2% | +2.4% | +2.5% |
| 30D | +4.5% | +2.5% | +2.1% | +1.8% |
| 3M | +1.3% | -1.7% | +3.0% | +3.2% |
| 6M | +8.7% | -1.2% | +9.9% | +10.1% |
| YTD | +9.2% | -0.5% | +9.7% | +9.8% |
| 1Y | +7.0% | -0.1% | +7.0% | +7.1% |
| 3Y | +51.4% | +10.5% | +40.9% | +36.0% |
| 5Y | +47.7% | +2.6% | +45.1% | +43.0% |
| 10Y | +125.0% | +22.4% | +102.6% | +96.0% |
| All | +137.0% | +26.8% | +110.2% | +109.4% |
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