+232.9%
VTV vs FE
+110.4%
+122.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -0.5% | -1.2% | +0.7% | -0.1% |
| 3M | +5.3% | +1.7% | +3.7% | +4.6% |
| 6M | +12.9% | -7.5% | +20.3% | +15.5% |
| YTD | +18.5% | +6.3% | +12.1% | +15.6% |
| 1Y | +25.3% | +10.9% | +14.4% | +20.3% |
| 3Y | +68.2% | +46.9% | +21.3% | +44.8% |
| 5Y | +80.6% | +47.6% | +33.0% | +54.1% |
| 10Y | +232.9% | +114.5% | +118.4% | +169.5% |
| All | +232.9% | +110.4% | +122.6% | +169.5% |
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