+67.1%
FEPI vs VT
+80.4%
-13.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.5% | +0.4% | +1.0% | +1.0% |
| 30D | +4.7% | +1.0% | +3.8% | +3.6% |
| 3M | -1.1% | +2.4% | -3.4% | -3.5% |
| 6M | +13.5% | +12.0% | +1.5% | 0.0% |
| YTD | +9.3% | +15.3% | -6.1% | -6.9% |
| 1Y | +17.9% | +22.6% | -4.7% | -6.2% |
| All | +67.1% | +80.4% | -13.3% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling