+64.4%
FEBT vs VT
+75.6%
-11.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.8% | -2.3% | +0.5% | -0.4% |
| 30D | -3.1% | -5.0% | +1.8% | 0.0% |
| 3M | -1.5% | -4.9% | +3.4% | +1.6% |
| 6M | +2.0% | -1.5% | +3.6% | +2.8% |
| YTD | +8.4% | +8.5% | -0.1% | +2.4% |
| 1Y | +11.0% | +11.4% | -0.4% | +3.0% |
| 3Y | +55.4% | +70.1% | -14.6% | +6.8% |
| All | +64.4% | +75.6% | -11.2% | +11.5% |
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