+100.5%
FEMS vs VT
+224.4%
-123.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +0.7% |
| 7D | -0.3% | -0.7% | +0.4% | +0.3% |
| 30D | -15.9% | -1.7% | -14.2% | -14.6% |
| 3M | -12.4% | -2.3% | -10.1% | -10.6% |
| 6M | -17.5% | +1.5% | -19.0% | -18.4% |
| YTD | -4.3% | +12.0% | -16.4% | -13.1% |
| 1Y | -3.9% | +12.9% | -16.8% | -13.3% |
| 3Y | +19.3% | +74.9% | -55.7% | -26.9% |
| 5Y | +16.5% | +59.9% | -43.5% | -23.1% |
| 10Y | +100.5% | +224.6% | -124.1% | -38.1% |
| All | +100.5% | +224.4% | -123.8% | -38.1% |
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