+377.4%
VT vs FE
+30.8%
+346.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | +1.0% | -1.2% | +2.1% | +1.4% |
| 3M | +2.4% | +3.5% | -1.1% | +0.7% |
| 6M | +12.0% | -6.1% | +18.1% | +14.3% |
| YTD | +15.3% | +7.6% | +7.7% | +11.3% |
| 1Y | +22.6% | +11.9% | +10.7% | +16.3% |
| 3Y | +74.7% | +48.4% | +26.2% | +45.2% |
| 5Y | +66.1% | +44.8% | +21.3% | +37.6% |
| 10Y | +225.0% | +115.9% | +109.1% | +108.9% |
| All | +377.4% | +30.8% | +346.7% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling