+231.8%
VTV vs FE
+120.9%
+110.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +3.9% | +3.6% | +0.3% | +2.6% |
| 3M | +2.6% | +0.3% | +2.2% | +2.4% |
| 6M | +11.5% | +6.4% | +5.1% | +8.9% |
| YTD | +22.3% | +8.1% | +14.1% | +18.5% |
| 1Y | +24.5% | +4.6% | +19.9% | +22.0% |
| 3Y | +78.8% | +49.1% | +29.7% | +52.8% |
| 5Y | +78.6% | +46.1% | +32.5% | +52.6% |
| 10Y | +231.8% | +122.7% | +109.1% | +168.0% |
| All | +231.8% | +120.9% | +110.9% | +168.0% |
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