+137.9%
FE vs VCLT
+102.2%
+35.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +5.2% | +3.7% | +1.5% | +4.1% |
| 3M | 0.0% | -1.0% | +0.9% | +0.3% |
| 6M | +5.0% | -3.4% | +8.4% | +6.1% |
| YTD | +7.9% | -2.6% | +10.5% | +8.7% |
| 1Y | +6.3% | -3.3% | +9.6% | +7.3% |
| 3Y | +46.0% | +17.3% | +28.7% | +39.6% |
| 5Y | +45.6% | -17.0% | +62.7% | +49.3% |
| 10Y | +109.3% | +18.1% | +91.2% | +102.7% |
| All | +137.9% | +102.2% | +35.7% | +162.2% |
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