+121.9%
FEMS vs VT
+222.7%
-100.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +3.8% | -0.7% | +4.5% | +4.5% |
| 3M | +5.5% | +4.0% | +1.5% | +2.0% |
| 6M | +6.1% | +12.3% | -6.2% | -3.9% |
| YTD | +14.0% | +14.0% | 0.0% | +1.9% |
| 1Y | +12.0% | +20.3% | -8.3% | -4.5% |
| 3Y | +36.8% | +75.4% | -38.6% | -16.6% |
| 5Y | +32.9% | +66.0% | -33.1% | -15.5% |
| 10Y | +121.9% | +228.2% | -106.3% | -32.5% |
| All | +121.9% | +222.7% | -100.7% | -32.5% |
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 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