+19.5%
FEMB vs VT
+223.7%
-204.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -0.3% | -2.6% | +2.3% | +0.4% |
| 3M | -2.3% | -3.2% | +0.9% | -1.4% |
| 6M | -0.2% | +0.9% | -1.1% | -0.5% |
| YTD | +1.5% | +11.3% | -9.8% | -1.7% |
| 1Y | +3.4% | +14.0% | -10.6% | -0.6% |
| 3Y | +22.6% | +75.8% | -53.3% | +3.5% |
| 5Y | +18.7% | +57.8% | -39.1% | +2.5% |
| 10Y | +19.5% | +219.8% | -200.3% | -15.6% |
| All | +19.5% | +223.7% | -204.2% | -15.6% |
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