-94.1%
FEMY vs VT
+74.4%
-168.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | +2.1% | -0.1% | +2.3% | +2.7% |
| 30D | -28.5% | -3.1% | -25.4% | -24.9% |
| 3M | -39.7% | -3.5% | -36.2% | -36.3% |
| 6M | -83.4% | +0.5% | -83.8% | -83.3% |
| YTD | -87.6% | +10.8% | -98.4% | -88.9% |
| 1Y | -93.1% | +11.9% | -105.0% | -93.9% |
| 3Y | -94.1% | +73.0% | -167.1% | -95.4% |
| All | -94.1% | +74.4% | -168.6% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling