+90.8%
FE vs VYM
+492.8%
-402.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.9% | 0.0% | +2.0% | +1.9% |
| 30D | -1.2% | -0.5% | -0.6% | -0.8% |
| 3M | +3.5% | +3.0% | +0.5% | +1.1% |
| 6M | -6.1% | +8.2% | -14.3% | -11.7% |
| YTD | +7.6% | +15.8% | -8.2% | -4.0% |
| 1Y | +11.9% | +20.8% | -8.9% | -3.5% |
| 3Y | +48.4% | +65.3% | -16.8% | -0.7% |
| 5Y | +44.8% | +76.6% | -31.8% | -8.4% |
| 10Y | +115.9% | +203.9% | -88.0% | -11.1% |
| All | +90.8% | +492.8% | -402.0% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling