+124.7%
FEM vs VT
+224.5%
-99.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +4.9% | +1.0% | +4.0% | +3.9% |
| 3M | +2.8% | +2.4% | +0.4% | +0.7% |
| 6M | +11.9% | +12.0% | -0.1% | +0.7% |
| YTD | +23.6% | +15.3% | +8.3% | +8.3% |
| 1Y | +30.8% | +22.6% | +8.2% | +8.1% |
| 3Y | +69.7% | +74.7% | -5.0% | -1.3% |
| 5Y | +46.4% | +66.1% | -19.8% | -11.0% |
| All | +124.7% | +224.5% | -99.8% | -37.2% |
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 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