+122.7%
FE vs VFC
-47.4%
+170.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | -1.4% | +1.0% | -0.2% |
| 30D | +3.6% | +30.7% | -27.1% | +0.4% |
| 3M | +0.3% | +40.6% | -40.3% | -3.7% |
| 6M | +6.4% | +16.5% | -10.1% | +4.0% |
| YTD | +8.1% | +16.2% | -8.1% | +5.0% |
| 1Y | +4.6% | +42.4% | -37.8% | -1.3% |
| 3Y | +49.1% | +48.1% | +1.0% | +28.7% |
| 5Y | +46.1% | -67.8% | +113.9% | +75.5% |
| 10Y | +122.7% | -48.5% | +171.2% | +127.1% |
| All | +122.7% | -47.4% | +170.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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