-79.9%
FET vs VT
+215.5%
-295.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.6% |
| 7D | -18.0% | -2.3% | -15.6% | -14.1% |
| 30D | -15.3% | -5.0% | -10.4% | -6.4% |
| 3M | -7.4% | -4.9% | -2.5% | +1.9% |
| 6M | +24.3% | -1.5% | +25.9% | +27.1% |
| YTD | +88.6% | +8.5% | +80.1% | +56.4% |
| 1Y | +142.5% | +11.4% | +131.1% | +89.8% |
| 3Y | +188.0% | +70.1% | +117.9% | -7.1% |
| 5Y | +212.0% | +53.7% | +158.2% | +16.5% |
| All | -79.9% | +215.5% | -295.4% | -98.3% |
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