-100.0%
FEED vs VT
+203.1%
-303.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.7% |
| 7D | +18.2% | -4.2% | +22.4% | +19.9% |
| 30D | -35.0% | -5.8% | -29.2% | -33.4% |
| 3M | -94.4% | -5.2% | -89.2% | -94.3% |
| 6M | -98.2% | +0.1% | -98.4% | -98.2% |
| YTD | -99.1% | +8.2% | -107.3% | -99.1% |
| 1Y | -99.6% | +10.1% | -109.7% | -99.6% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +203.1% | -303.1% | -100.0% |
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