-21.7%
FENC vs VT
+159.5%
-181.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -5.6% |
| 7D | -14.2% | -4.2% | -10.1% | -10.7% |
| 30D | -9.3% | -5.8% | -3.5% | -4.0% |
| 3M | -10.7% | -5.2% | -5.5% | -6.0% |
| 6M | +39.7% | +0.1% | +39.6% | +40.2% |
| YTD | +21.9% | +8.2% | +13.7% | +14.8% |
| 1Y | +13.8% | +10.1% | +3.7% | +5.4% |
| 3Y | +36.1% | +69.7% | -33.6% | -11.7% |
| 5Y | +0.4% | +53.4% | -52.9% | -29.4% |
| All | -21.7% | +159.5% | -181.3% | -64.2% |
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