+121.0%
FE vs VCLT
+22.0%
+99.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -0.3% | -1.9% | +1.6% | +0.5% |
| 30D | +3.9% | +1.4% | +2.4% | +3.3% |
| 3M | -0.1% | -1.8% | +1.7% | +0.6% |
| 6M | +6.1% | -3.9% | +10.0% | +7.7% |
| YTD | +8.1% | -3.9% | +12.0% | +9.7% |
| 1Y | +4.4% | -4.7% | +9.1% | +6.3% |
| 3Y | +49.0% | +14.1% | +34.9% | +41.3% |
| 5Y | +46.1% | -16.6% | +62.7% | +52.8% |
| All | +121.0% | +22.0% | +99.0% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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