-39.3%
VG vs FE
+29.1%
-68.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | +1.7% | +1.9% | -0.2% | +2.1% |
| 30D | +16.0% | -1.2% | +17.2% | +15.8% |
| 3M | +9.7% | +3.5% | +6.2% | +10.5% |
| 6M | +29.6% | -6.1% | +35.6% | +28.0% |
| YTD | +112.0% | +7.6% | +104.4% | +110.3% |
| 1Y | +12.8% | +11.9% | +0.9% | +13.6% |
| All | -39.3% | +29.1% | -68.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling