-99.4%
FEMY vs VT
+65.4%
-164.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.4% |
| 7D | 0.0% | -2.3% | +2.3% | +2.4% |
| 30D | -31.5% | -5.0% | -26.5% | -28.0% |
| 3M | -53.6% | -4.9% | -48.7% | -51.3% |
| 6M | -84.9% | -1.5% | -83.3% | -84.5% |
| YTD | -88.1% | +8.5% | -96.6% | -88.7% |
| 1Y | -91.2% | +11.4% | -102.6% | -91.8% |
| 3Y | -94.7% | +70.1% | -164.8% | -96.1% |
| 5Y | -99.1% | +53.7% | -152.8% | -99.2% |
| All | -99.4% | +65.4% | -164.8% | -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 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