+275.6%
FER vs VT
+215.5%
+60.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +7.9% | -2.3% | +10.2% | +9.1% |
| 30D | +17.9% | -5.0% | +22.9% | +20.9% |
| 3M | -8.8% | -4.9% | -3.9% | -6.5% |
| 6M | -16.0% | -1.5% | -14.4% | -15.3% |
| YTD | -6.8% | +8.5% | -15.2% | -10.2% |
| 1Y | -5.7% | +11.4% | -17.0% | -10.3% |
| 3Y | +92.7% | +70.1% | +22.6% | +51.0% |
| 5Y | +112.0% | +53.7% | +58.3% | +73.6% |
| All | +275.6% | +215.5% | +60.1% | +98.5% |
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