+652.2%
FEIM vs VT
+214.8%
+437.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.1% | -7.8% | -9.0% |
| 7D | -24.4% | -4.2% | -20.3% | -22.0% |
| 30D | -37.7% | -5.8% | -31.9% | -34.9% |
| 3M | -23.6% | -5.2% | -18.4% | -20.2% |
| 6M | -3.5% | +0.1% | -3.7% | -1.8% |
| YTD | +0.7% | +8.2% | -7.5% | -1.2% |
| 1Y | +58.5% | +10.1% | +48.4% | +54.0% |
| 3Y | +678.2% | +69.7% | +608.5% | +524.0% |
| 5Y | +577.7% | +53.4% | +524.3% | +461.7% |
| All | +652.2% | +214.8% | +437.4% | +394.1% |
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