+114.5%
FE vs VCLT
+16.9%
+97.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | +1.7% | -2.9% | +4.5% | +2.8% |
| 6M | -7.5% | -4.0% | -3.5% | -6.1% |
| YTD | +6.3% | -2.2% | +8.6% | +7.2% |
| 1Y | +10.9% | -2.6% | +13.4% | +11.9% |
| 3Y | +46.9% | +12.3% | +34.7% | +39.9% |
| 5Y | +47.6% | -16.4% | +64.0% | +54.4% |
| 10Y | +114.5% | +18.1% | +96.4% | +87.8% |
| All | +114.5% | +16.9% | +97.5% | +87.8% |
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