+176.7%
FEUZ vs VT
+244.6%
-68.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | +3.3% | -1.4% | +4.8% | +4.7% |
| 3M | -2.6% | -1.4% | -1.2% | -1.3% |
| 6M | +1.2% | +5.5% | -4.2% | -3.9% |
| YTD | +9.0% | +12.8% | -3.8% | -2.7% |
| 1Y | +16.5% | +15.4% | +1.0% | +1.7% |
| 3Y | +91.7% | +76.9% | +14.8% | +12.0% |
| 5Y | +57.8% | +60.4% | -2.6% | +0.8% |
| 10Y | +165.3% | +232.8% | -67.5% | -11.4% |
| All | +176.7% | +244.6% | -68.0% | -7.0% |
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