+45.3%
FEBW vs VT
+81.3%
-36.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -0.1% | -1.7% | +1.6% | +0.5% |
| 3M | +1.3% | -2.3% | +3.6% | +2.1% |
| 6M | +3.7% | +1.5% | +2.2% | +2.9% |
| YTD | +7.6% | +12.0% | -4.5% | +2.4% |
| 1Y | +9.2% | +12.9% | -3.7% | +3.6% |
| 3Y | +36.7% | +74.9% | -38.2% | +6.6% |
| All | +45.3% | +81.3% | -36.1% | +11.7% |
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