+115.3%
FCEF vs VOO
+315.2%
-199.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -2.0% | -0.8% | -1.3% | -1.6% |
| 30D | -2.8% | -1.1% | -1.7% | -2.1% |
| 3M | +1.2% | +3.9% | -2.7% | -1.4% |
| 6M | +5.6% | +13.6% | -8.0% | -3.0% |
| YTD | +7.1% | +12.7% | -5.6% | -1.1% |
| 1Y | +9.7% | +17.6% | -7.9% | -1.6% |
| 3Y | +51.9% | +77.3% | -25.4% | +2.7% |
| 5Y | +29.4% | +84.1% | -54.7% | -15.6% |
| All | +115.3% | +315.2% | -199.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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