+601.7%
FER vs VT
+341.2%
+260.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +2.1% |
| 7D | +4.1% | -4.2% | +8.2% | +5.8% |
| 30D | +15.1% | -5.8% | +20.9% | +17.9% |
| 3M | -11.0% | -5.2% | -5.8% | -9.1% |
| 6M | -14.1% | +0.1% | -14.2% | -14.1% |
| YTD | -7.4% | +8.2% | -15.7% | -10.0% |
| 1Y | -7.3% | +10.1% | -17.4% | -10.4% |
| 3Y | +91.3% | +69.7% | +21.6% | +59.1% |
| 5Y | +110.5% | +53.4% | +57.1% | +80.2% |
| 10Y | +272.9% | +219.2% | +53.7% | +153.6% |
| All | +601.7% | +341.2% | +260.5% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling