+110.7%
FCEF vs VOO
+310.9%
-200.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -1.3% |
| 30D | +0.8% | -2.0% | +2.8% | +2.0% |
| 3M | -5.3% | -2.8% | -2.5% | -3.6% |
| 6M | -1.4% | +2.2% | -3.5% | -2.9% |
| YTD | +4.9% | +11.5% | -6.7% | -2.6% |
| 1Y | +7.1% | +13.5% | -6.4% | -1.8% |
| 3Y | +52.9% | +78.1% | -25.2% | +3.0% |
| 5Y | +25.1% | +73.1% | -48.0% | -14.9% |
| 10Y | +119.2% | +310.7% | -191.5% | -14.8% |
| All | +110.7% | +310.9% | -200.2% | -18.1% |
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