-99.0%
FEMY vs VT
+59.8%
-158.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +3.9% |
| 7D | +4.2% | -0.7% | +4.9% | +5.1% |
| 30D | -14.3% | -1.7% | -12.5% | -12.5% |
| 3M | -36.2% | -2.3% | -33.9% | -34.6% |
| 6M | -81.4% | +1.5% | -83.0% | -81.5% |
| YTD | -87.0% | +12.0% | -99.0% | -87.9% |
| 1Y | -92.0% | +12.9% | -104.9% | -92.6% |
| 3Y | -93.9% | +74.9% | -168.8% | -95.5% |
| 5Y | -99.0% | +59.9% | -158.9% | -99.1% |
| All | -99.0% | +59.8% | -158.7% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling