-99.8%
FEAM vs VT
+75.7%
-175.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.5% | -4.1% | -14.5% | -12.6% |
| 7D | -26.2% | -4.2% | -22.0% | -20.5% |
| 30D | -49.7% | -5.8% | -43.9% | -44.2% |
| 3M | +39.0% | -5.2% | +44.2% | +53.1% |
| 6M | +5.6% | +0.1% | +5.5% | +9.6% |
| YTD | -38.0% | +8.2% | -46.3% | -41.2% |
| 1Y | -54.2% | +10.1% | -64.4% | -57.4% |
| 3Y | -96.8% | +69.7% | -166.4% | -98.4% |
| All | -99.8% | +75.7% | -175.5% | -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