-81.5%
FET vs VT
+373.7%
-455.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.4% | +0.4% | -0.8% | -1.3% |
| 30D | +6.3% | +1.0% | +5.3% | +4.3% |
| 3M | +49.7% | +2.4% | +47.3% | +43.0% |
| 6M | +36.3% | +12.0% | +24.3% | +8.5% |
| YTD | +117.3% | +15.3% | +102.0% | +63.9% |
| 1Y | +201.6% | +22.6% | +179.0% | +102.1% |
| 3Y | +225.2% | +74.7% | +150.5% | +10.3% |
| 5Y | +308.8% | +66.1% | +242.7% | +42.1% |
| 10Y | -77.6% | +225.0% | -302.6% | -97.1% |
| All | -81.5% | +373.7% | -455.2% | -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