+50.4%
FEGE vs VT
+33.9%
+16.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.7% | -2.3% | +3.0% | +2.4% |
| 30D | +3.7% | -5.0% | +8.6% | +7.6% |
| 3M | +0.1% | -4.9% | +5.0% | +3.8% |
| 6M | +4.5% | -1.5% | +6.0% | +5.4% |
| YTD | +13.4% | +8.5% | +4.9% | +5.8% |
| 1Y | +20.1% | +11.4% | +8.7% | +9.8% |
| All | +50.4% | +33.9% | +16.6% | +19.2% |
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