-84.5%
FET vs VT
+344.5%
-429.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -0.8% |
| 7D | -23.8% | -4.2% | -19.7% | -17.6% |
| 30D | -19.9% | -5.8% | -14.1% | -10.6% |
| 3M | -10.5% | -5.2% | -5.2% | -1.4% |
| 6M | +14.1% | +0.1% | +13.9% | +12.7% |
| YTD | +82.9% | +8.2% | +74.7% | +54.8% |
| 1Y | +132.8% | +10.1% | +122.7% | +89.9% |
| 3Y | +186.7% | +69.7% | +117.0% | +2.8% |
| 5Y | +202.6% | +53.4% | +149.2% | +23.6% |
| 10Y | -80.2% | +219.2% | -299.5% | -97.3% |
| All | -84.5% | +344.5% | -429.0% | -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 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