+571.3%
FE vs VMC
+1,313.2%
-741.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | +4.1% | +15.8% | -11.7% | +1.1% |
| 3M | -1.0% | +0.6% | -1.6% | -1.3% |
| 6M | +4.0% | -4.0% | +8.0% | +4.4% |
| YTD | +6.8% | -0.3% | +7.1% | +6.1% |
| 1Y | +5.3% | -0.5% | +5.8% | +4.5% |
| 3Y | +44.6% | +39.6% | +5.0% | +32.7% |
| 5Y | +44.2% | +50.1% | -5.8% | +29.1% |
| 10Y | +107.3% | +163.9% | -56.7% | +59.4% |
| All | +571.3% | +1,313.2% | -741.9% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling