+6.3%
FE vs VMC
+3.7%
+2.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.6% |
| 7D | +1.7% | +12.3% | -10.7% | +0.1% |
| 30D | +8.1% | +21.2% | -13.1% | +5.4% |
| 3M | -1.3% | +4.6% | -5.9% | -2.0% |
| 6M | +2.9% | +3.9% | -1.0% | +2.3% |
| YTD | +8.6% | +5.0% | +3.6% | +7.4% |
| 1Y | +6.3% | +2.6% | +3.7% | +5.4% |
| All | +6.3% | +3.7% | +2.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling