+252.0%
FER vs VT
+224.5%
+27.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -12.8% | +1.0% | -13.7% | -13.2% |
| 3M | -12.7% | +2.4% | -15.0% | -13.7% |
| 6M | -15.6% | +12.0% | -27.6% | -20.1% |
| YTD | -9.3% | +15.3% | -24.6% | -15.2% |
| 1Y | +7.7% | +22.6% | -14.9% | -2.2% |
| 3Y | +106.0% | +74.7% | +31.3% | +59.1% |
| 5Y | +126.3% | +66.1% | +60.1% | +78.0% |
| All | +252.0% | +224.5% | +27.5% | +89.7% |
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