+137.3%
FE vs VCLT
+103.4%
+33.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | -1.2% | -0.9% | -0.3% | -0.9% |
| 3M | +3.5% | -3.2% | +6.7% | +4.5% |
| 6M | -6.1% | -3.8% | -2.2% | -5.1% |
| YTD | +7.6% | -2.0% | +9.6% | +8.2% |
| 1Y | +11.9% | -0.8% | +12.7% | +12.1% |
| 3Y | +48.4% | +12.3% | +36.1% | +43.5% |
| 5Y | +44.8% | -15.4% | +60.2% | +47.8% |
| 10Y | +115.9% | +15.7% | +100.1% | +108.7% |
| All | +137.3% | +103.4% | +33.9% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling