+158.1%
FENY vs VT
+224.4%
-66.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.8% |
| 7D | -0.1% | -0.7% | +0.6% | +0.5% |
| 30D | -4.5% | -1.7% | -2.7% | -3.1% |
| 3M | +3.2% | -2.3% | +5.5% | +5.1% |
| 6M | +10.0% | +1.5% | +8.5% | +6.6% |
| YTD | +42.7% | +12.0% | +30.7% | +22.8% |
| 1Y | +40.5% | +12.9% | +27.7% | +19.7% |
| 3Y | +64.9% | +74.9% | -10.0% | -15.7% |
| 5Y | +156.2% | +59.9% | +96.3% | +44.1% |
| 10Y | +158.1% | +224.6% | -66.6% | -33.9% |
| All | +158.1% | +224.4% | -66.3% | -33.9% |
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