-80.2%
FET vs VT
+221.8%
-302.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.6% |
| 7D | +10.3% | +2.4% | +7.9% | +5.3% |
| 30D | -6.5% | -1.5% | -5.0% | -3.7% |
| 3M | -6.7% | -4.1% | -2.6% | +1.0% |
| 6M | +37.5% | +0.6% | +37.0% | +34.9% |
| YTD | +108.0% | +11.0% | +97.0% | +64.8% |
| 1Y | +160.8% | +13.3% | +147.4% | +97.4% |
| 3Y | +232.2% | +73.4% | +158.8% | +3.2% |
| 5Y | +278.9% | +57.4% | +221.4% | +35.0% |
| All | -80.2% | +221.8% | -302.0% | -98.4% |
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