+54.7%
FEPI vs VT
+75.3%
-20.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +0.8% |
| 7D | -1.6% | -0.7% | -0.9% | -0.6% |
| 30D | -11.1% | -1.7% | -9.4% | -9.0% |
| 3M | -3.9% | -2.3% | -1.6% | -1.1% |
| 6M | -4.9% | +1.5% | -6.4% | -6.0% |
| YTD | +1.1% | +12.0% | -10.9% | -10.7% |
| 1Y | +0.8% | +12.9% | -12.1% | -11.7% |
| 3Y | +49.8% | +74.9% | -25.1% | -15.1% |
| All | +54.7% | +75.3% | -20.6% | -12.5% |
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