-99.7%
FEAM vs VT
+76.1%
-175.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.7% |
| 7D | -18.0% | -2.3% | -15.7% | -14.3% |
| 30D | -38.6% | -5.0% | -33.6% | -32.8% |
| 3M | +9.8% | -4.9% | +14.6% | +20.4% |
| 6M | +6.1% | -1.5% | +7.7% | +12.6% |
| YTD | -37.4% | +8.5% | -45.9% | -40.8% |
| 1Y | -58.7% | +11.4% | -70.1% | -62.1% |
| 3Y | -96.5% | +70.1% | -166.6% | -98.3% |
| All | -99.7% | +76.1% | -175.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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