+14.5%
FEMB vs VT
+242.9%
-228.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.8% |
| 30D | +0.9% | +1.0% | -0.1% | +0.6% |
| 3M | +3.3% | +2.4% | +0.9% | +2.6% |
| 6M | +2.8% | +12.0% | -9.2% | -0.2% |
| YTD | +4.2% | +15.3% | -11.1% | +0.4% |
| 1Y | +9.4% | +22.6% | -13.2% | +3.8% |
| 3Y | +26.4% | +74.7% | -48.3% | +9.3% |
| 5Y | +16.3% | +66.1% | -49.8% | +0.9% |
| 10Y | +24.4% | +225.0% | -200.6% | -3.1% |
| All | +14.5% | +242.9% | -228.4% | -11.5% |
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