+589.6%
FEX vs VT
+363.9%
+225.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +2.8% | -1.4% | +4.2% | +4.1% |
| 3M | -0.6% | -1.4% | +0.8% | +0.6% |
| 6M | +7.5% | +5.5% | +2.1% | +2.6% |
| YTD | +17.8% | +12.8% | +4.9% | +5.9% |
| 1Y | +21.4% | +15.4% | +6.0% | +7.1% |
| 3Y | +75.7% | +76.9% | -1.2% | +7.7% |
| 5Y | +61.5% | +60.4% | +1.1% | +7.7% |
| 10Y | +249.8% | +232.8% | +17.0% | +32.2% |
| All | +589.6% | +363.9% | +225.7% | +106.7% |
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