+47.8%
FE vs VCLT
-16.9%
+64.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +5.2% | +3.7% | +1.5% | +3.6% |
| 3M | 0.0% | -1.0% | +0.9% | +0.4% |
| 6M | +5.0% | -3.4% | +8.4% | +6.5% |
| YTD | +7.9% | -2.6% | +10.5% | +9.0% |
| 1Y | +6.3% | -3.3% | +9.6% | +7.8% |
| 3Y | +46.0% | +17.3% | +28.7% | +36.1% |
| All | +47.8% | -16.9% | +64.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling