+148.8%
FENY vs VT
+223.7%
-74.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -2.0% |
| 7D | -8.1% | +0.4% | -8.4% | -8.6% |
| 30D | -5.4% | -2.6% | -2.8% | -3.1% |
| 3M | +6.7% | -3.2% | +10.0% | +9.7% |
| 6M | +10.3% | +0.9% | +9.3% | +7.4% |
| YTD | +39.4% | +11.3% | +28.1% | +20.7% |
| 1Y | +40.3% | +14.0% | +26.3% | +18.2% |
| 3Y | +62.8% | +75.8% | -13.0% | -17.3% |
| 5Y | +144.3% | +57.8% | +86.5% | +39.6% |
| 10Y | +148.8% | +219.8% | -71.0% | -36.3% |
| All | +148.8% | +223.7% | -74.9% | -36.3% |
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