+320.5%
FER vs VT
+224.4%
+96.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.1% |
| 7D | +5.6% | -0.7% | +6.3% | +5.9% |
| 30D | +23.7% | -1.7% | +25.5% | +24.8% |
| 3M | -5.2% | -2.3% | -2.9% | -4.1% |
| 6M | -10.2% | +1.5% | -11.7% | -10.9% |
| YTD | -2.7% | +12.0% | -14.7% | -7.8% |
| 1Y | -0.8% | +12.9% | -13.7% | -6.4% |
| 3Y | +101.2% | +74.9% | +26.2% | +55.5% |
| 5Y | +122.3% | +59.9% | +62.4% | +78.4% |
| 10Y | +320.5% | +224.6% | +95.9% | +136.8% |
| All | +320.5% | +224.4% | +96.2% | +136.8% |
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 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