+115.6%
FEMS vs VT
+338.7%
-223.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -3.9% | -2.3% | -1.6% | -1.8% |
| 30D | -17.0% | -5.0% | -12.1% | -13.2% |
| 3M | -14.5% | -4.9% | -9.6% | -10.5% |
| 6M | -21.0% | -1.5% | -19.4% | -19.8% |
| YTD | -6.8% | +8.5% | -15.3% | -13.2% |
| 1Y | -5.7% | +11.4% | -17.1% | -14.2% |
| 3Y | +14.7% | +70.1% | -55.4% | -29.3% |
| 5Y | +16.0% | +53.7% | -37.7% | -22.3% |
| 10Y | +88.1% | +220.0% | -131.9% | -38.7% |
| All | +115.6% | +338.7% | -223.1% | -40.9% |
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