-99.4%
FEMY vs VT
+69.7%
-169.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.1% |
| 7D | +6.9% | +2.9% | +4.0% | +4.3% |
| 30D | -20.5% | -2.5% | -17.9% | -18.2% |
| 3M | -40.4% | -3.3% | -37.1% | -38.3% |
| 6M | -81.4% | +1.5% | -83.0% | -81.5% |
| YTD | -87.8% | +11.4% | -99.2% | -88.7% |
| 1Y | -92.7% | +11.9% | -104.6% | -93.2% |
| 3Y | -94.3% | +73.9% | -168.1% | -95.8% |
| 5Y | -99.0% | +57.9% | -156.9% | -99.1% |
| All | -99.4% | +69.7% | -169.2% | -99.5% |
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