-99.7%
FEAM vs VT
+83.2%
-182.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +1.2% |
| 7D | -6.8% | -0.3% | -6.5% | -6.2% |
| 30D | -40.8% | -1.4% | -39.4% | -39.1% |
| 3M | +75.8% | -1.4% | +77.2% | +81.0% |
| 6M | +37.3% | +5.5% | +31.8% | +31.3% |
| YTD | -23.9% | +12.8% | -36.8% | -32.7% |
| 1Y | -41.9% | +15.4% | -57.3% | -49.8% |
| 3Y | -96.0% | +76.9% | -172.9% | -98.1% |
| All | -99.7% | +83.2% | -182.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling