+173.3%
FEUZ vs VT
+230.6%
-57.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +2.6% |
| 7D | +1.4% | -4.2% | +5.6% | +5.5% |
| 30D | +1.7% | -5.8% | +7.5% | +7.5% |
| 3M | -5.0% | -5.2% | +0.2% | -0.2% |
| 6M | -2.0% | +0.1% | -2.1% | -2.4% |
| YTD | +7.7% | +8.2% | -0.5% | -0.2% |
| 1Y | +14.7% | +10.1% | +4.6% | +4.6% |
| 3Y | +89.3% | +69.7% | +19.7% | +14.9% |
| 5Y | +54.5% | +53.4% | +1.1% | +2.8% |
| 10Y | +162.1% | +219.2% | -57.2% | -9.1% |
| All | +173.3% | +230.6% | -57.3% | -4.6% |
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