+58.6%
FFEM vs VT
+36.4%
+22.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.6% | -0.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.1% |
| 30D | -11.0% | -1.4% | -9.6% | -9.5% |
| 3M | -8.4% | -1.4% | -7.0% | -6.7% |
| 6M | -4.4% | +5.5% | -9.9% | -8.7% |
| YTD | +15.9% | +12.8% | +3.1% | +4.3% |
| 1Y | +18.7% | +15.4% | +3.3% | +4.9% |
| All | +58.6% | +36.4% | +22.3% | +20.8% |
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