+106.1%
FEM vs VT
+215.5%
-109.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.2% |
| 7D | -3.3% | -2.3% | -1.0% | -1.1% |
| 30D | -9.0% | -5.0% | -4.0% | -4.4% |
| 3M | -5.9% | -4.9% | -1.0% | -1.2% |
| 6M | -9.7% | -1.5% | -8.1% | -8.0% |
| YTD | +11.4% | +8.5% | +2.9% | +3.6% |
| 1Y | +13.1% | +11.4% | +1.7% | +2.6% |
| 3Y | +58.1% | +70.1% | -11.9% | -5.2% |
| 5Y | +42.2% | +53.7% | -11.5% | -6.2% |
| All | +106.1% | +215.5% | -109.4% | -41.0% |
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 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