+50.4%
FE vs VYM
+75.8%
-25.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -0.6% |
| 30D | -1.3% | -2.6% | +1.3% | +0.3% |
| 3M | +0.6% | +3.6% | -3.0% | -1.5% |
| 6M | -6.8% | +8.7% | -15.5% | -11.6% |
| YTD | +6.4% | +14.1% | -7.7% | -2.2% |
| 1Y | +11.3% | +17.8% | -6.6% | +0.1% |
| 3Y | +47.1% | +64.5% | -17.5% | +2.4% |
| 5Y | +50.4% | +77.5% | -27.1% | -2.1% |
| All | +50.4% | +75.8% | -25.4% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling