+109.1%
FENY vs VT
+246.5%
-137.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -12.4% | -2.3% | -10.1% | -10.4% |
| 30D | -3.5% | -5.0% | +1.4% | +1.3% |
| 3M | +5.0% | -4.9% | +9.8% | +9.9% |
| 6M | +6.9% | -1.5% | +8.4% | +6.8% |
| YTD | +38.6% | +8.5% | +30.1% | +23.0% |
| 1Y | +41.6% | +11.4% | +30.2% | +21.8% |
| 3Y | +55.7% | +70.1% | -14.4% | -18.5% |
| 5Y | +145.9% | +53.7% | +92.1% | +43.1% |
| 10Y | +158.0% | +220.0% | -61.9% | -36.4% |
| All | +109.1% | +246.5% | -137.4% | -52.4% |
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