+75.4%
FEM vs VT
+349.1%
-273.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.3% |
| 7D | -1.9% | -0.3% | -1.6% | -1.6% |
| 30D | -6.3% | -1.4% | -4.9% | -4.9% |
| 3M | -1.9% | -1.4% | -0.5% | -0.4% |
| 6M | -4.4% | +5.5% | -9.9% | -9.1% |
| YTD | +15.9% | +12.8% | +3.1% | +3.2% |
| 1Y | +20.1% | +15.4% | +4.7% | +4.5% |
| 3Y | +64.1% | +76.9% | -12.7% | -7.9% |
| 5Y | +47.2% | +60.4% | -13.2% | -9.7% |
| 10Y | +122.2% | +232.8% | -110.6% | -37.3% |
| All | +75.4% | +349.1% | -273.7% | -62.3% |
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