+213.0%
VT vs FE
+108.3%
+104.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.2% | +0.6% | -4.7% | -4.3% |
| 30D | -5.8% | +6.4% | -12.2% | -7.5% |
| 3M | -5.2% | -0.5% | -4.8% | -5.2% |
| 6M | +0.1% | +4.7% | -4.6% | -1.5% |
| YTD | +8.2% | +8.4% | -0.1% | +5.2% |
| 1Y | +10.1% | +7.2% | +2.9% | +7.3% |
| 3Y | +69.7% | +44.9% | +24.8% | +49.2% |
| 5Y | +53.4% | +46.3% | +7.1% | +33.3% |
| All | +213.0% | +108.3% | +104.7% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling