+119.2%
FENY vs VT
+268.4%
-149.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +2.3% | +0.4% | +1.9% | +1.8% |
| 30D | +11.8% | +1.0% | +10.8% | +10.5% |
| 3M | +9.6% | +2.4% | +7.3% | +6.1% |
| 6M | +15.3% | +12.0% | +3.3% | -0.2% |
| YTD | +45.3% | +15.3% | +30.0% | +21.6% |
| 1Y | +48.3% | +22.6% | +25.8% | +15.6% |
| 3Y | +55.5% | +74.7% | -19.1% | -20.3% |
| 5Y | +213.6% | +66.1% | +147.5% | +68.5% |
| 10Y | +164.3% | +225.0% | -60.7% | -35.2% |
| All | +119.2% | +268.4% | -149.2% | -52.9% |
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 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