+43.2%
FEBW vs VT
+75.2%
-32.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.1% |
| 7D | -1.6% | -4.2% | +2.6% | 0.0% |
| 30D | -1.6% | -5.8% | +4.2% | +0.7% |
| 3M | -0.2% | -5.2% | +5.0% | +1.8% |
| 6M | +2.8% | +0.1% | +2.7% | +2.5% |
| YTD | +6.0% | +8.2% | -2.2% | +2.3% |
| 1Y | +7.8% | +10.1% | -2.3% | +3.3% |
| 3Y | +35.9% | +69.7% | -33.8% | +7.2% |
| All | +43.2% | +75.2% | -32.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling