+576.2%
FE vs VFC
+169.9%
+406.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.0% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | -1.2% | -11.6% | +10.5% | +0.8% |
| 3M | +3.5% | -18.1% | +21.6% | +6.3% |
| 6M | -6.1% | -27.4% | +21.3% | -2.1% |
| YTD | +7.6% | -24.8% | +32.4% | +11.0% |
| 1Y | +11.9% | -8.2% | +20.1% | +10.5% |
| 3Y | +48.4% | -29.1% | +77.5% | +40.3% |
| 5Y | +44.8% | -79.2% | +124.0% | +75.0% |
| 10Y | +115.9% | -68.1% | +184.0% | +124.5% |
| All | +576.2% | +169.9% | +406.3% | +306.1% |
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 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