+571.3%
FE vs VFC
+311.2%
+260.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | -1.0% | +11.2% | -12.2% | -2.8% |
| 30D | +4.1% | +41.5% | -37.4% | -1.7% |
| 3M | -1.0% | +38.9% | -39.9% | -6.5% |
| 6M | +4.0% | +6.1% | -2.1% | +2.1% |
| YTD | +6.8% | +14.5% | -7.7% | +2.7% |
| 1Y | +5.3% | +46.0% | -40.7% | -3.3% |
| 3Y | +44.6% | +36.4% | +8.2% | +22.3% |
| 5Y | +44.2% | -67.5% | +111.7% | +61.8% |
| 10Y | +107.3% | -45.8% | +153.1% | +96.1% |
| All | +571.3% | +311.2% | +260.1% | +275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling