+46.0%
FE vs VMC
+42.8%
+3.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | +4.5% | +15.5% | -10.9% | +1.5% |
| 3M | +1.3% | +0.6% | +0.8% | +1.0% |
| 6M | +8.7% | +2.1% | +6.6% | +7.8% |
| YTD | +9.2% | -1.6% | +10.8% | +8.6% |
| 1Y | +7.0% | -1.2% | +8.1% | +6.2% |
| 3Y | +51.4% | +35.3% | +16.1% | +36.0% |
| All | +46.0% | +42.8% | +3.2% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling