+83.8%
FELV vs VT
+70.1%
+13.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +0.1% |
| 30D | +3.1% | -1.7% | +4.8% | +4.4% |
| 3M | +2.2% | -2.3% | +4.5% | +4.0% |
| 6M | +14.6% | +1.5% | +13.1% | +12.9% |
| YTD | +27.8% | +12.0% | +15.7% | +15.8% |
| 1Y | +30.1% | +12.9% | +17.3% | +17.2% |
| All | +83.8% | +70.1% | +13.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling