+157.2%
FENY vs VT
+221.4%
-64.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | -0.2% | +1.0% | -1.2% | -1.3% |
| 30D | +12.3% | -0.2% | +12.5% | +12.4% |
| 3M | +11.7% | +4.5% | +7.1% | +5.8% |
| 6M | +15.8% | +14.1% | +1.7% | -1.4% |
| YTD | +46.7% | +14.8% | +31.9% | +23.7% |
| 1Y | +52.9% | +21.2% | +31.7% | +21.1% |
| 3Y | +55.0% | +76.6% | -21.5% | -21.1% |
| 5Y | +222.6% | +66.6% | +156.0% | +74.0% |
| 10Y | +157.2% | +222.3% | -65.0% | -35.5% |
| All | +157.2% | +221.4% | -64.2% | -35.5% |
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 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