+119.6%
FCEF vs VOO
+316.1%
-196.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | -0.1% | -0.9% | +0.8% | +0.5% |
| 3M | +3.7% | +3.9% | -0.2% | +1.1% |
| 6M | +7.3% | +14.5% | -7.3% | -1.9% |
| YTD | +9.3% | +13.0% | -3.6% | +0.8% |
| 1Y | +12.7% | +19.4% | -6.7% | +0.1% |
| 3Y | +55.2% | +78.9% | -23.7% | +4.3% |
| 5Y | +31.9% | +82.3% | -50.4% | -13.3% |
| All | +119.6% | +316.1% | -196.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling