+28.1%
IFEB vs VT
+63.9%
-35.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +0.4% | -0.1% | +0.1% |
| 30D | +0.8% | +1.0% | -0.2% | +0.3% |
| 3M | +3.3% | +2.4% | +0.9% | +2.0% |
| 6M | +5.7% | +12.0% | -6.3% | -0.6% |
| YTD | +6.7% | +15.3% | -8.7% | -1.2% |
| 1Y | +10.9% | +22.6% | -11.6% | -0.5% |
| All | +28.1% | +63.9% | -35.8% | -2.2% |
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