+44.6%
FE vs VMC
+38.8%
+5.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +4.1% | +15.8% | -11.7% | +2.3% |
| 3M | -1.0% | +0.6% | -1.6% | -1.2% |
| 6M | +4.0% | -4.0% | +8.0% | +4.3% |
| YTD | +6.8% | -0.3% | +7.1% | +6.5% |
| 1Y | +5.3% | -0.5% | +5.8% | +4.9% |
| 3Y | +44.6% | +39.6% | +5.0% | +30.5% |
| All | +44.6% | +38.8% | +5.8% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling