+110.0%
FE vs VYM
+209.2%
-99.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.8% |
| 7D | -1.4% | -0.8% | -0.6% | -0.8% |
| 30D | -1.9% | -2.2% | +0.4% | -0.2% |
| 3M | -0.2% | +3.1% | -3.2% | -2.5% |
| 6M | -7.1% | +9.7% | -16.8% | -13.6% |
| YTD | +6.1% | +14.9% | -8.8% | -4.9% |
| 1Y | +10.1% | +17.6% | -7.5% | -3.3% |
| 3Y | +46.9% | +65.3% | -18.5% | -3.4% |
| 5Y | +50.0% | +78.7% | -28.7% | -8.2% |
| All | +110.0% | +209.2% | -99.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling