+51.5%
FE vs VFC
-28.0%
+79.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.6% |
| 7D | +1.9% | -1.6% | +3.5% | +2.0% |
| 30D | -1.2% | -11.6% | +10.5% | -0.9% |
| 3M | +3.5% | -18.1% | +21.6% | +3.9% |
| 6M | -6.1% | -27.4% | +21.3% | -5.6% |
| YTD | +7.6% | -24.8% | +32.4% | +8.0% |
| 1Y | +11.9% | -8.2% | +20.1% | +11.5% |
| All | +51.5% | -28.0% | +79.6% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling