+1,074.6%
FEIM vs VT
+363.9%
+710.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -8.5% |
| 7D | -14.1% | -0.3% | -13.8% | -14.0% |
| 30D | -28.0% | -1.4% | -26.6% | -27.4% |
| 3M | -12.5% | -1.4% | -11.1% | -11.6% |
| 6M | +16.2% | +5.5% | +10.7% | +14.5% |
| YTD | +14.3% | +12.8% | +1.4% | +9.8% |
| 1Y | +81.1% | +15.4% | +65.7% | +72.3% |
| 3Y | +782.6% | +76.9% | +705.8% | +608.0% |
| 5Y | +676.3% | +60.4% | +615.9% | +541.0% |
| 10Y | +754.1% | +232.8% | +521.3% | +411.1% |
| All | +1,074.6% | +363.9% | +710.8% | +510.7% |
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 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