+121.0%
FE vs VO
+197.6%
-76.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -0.3% | +2.9% | -3.2% | -2.0% |
| 30D | +3.9% | +1.0% | +2.9% | +3.2% |
| 3M | -0.1% | -1.7% | +1.6% | +0.8% |
| 6M | +6.1% | +6.7% | -0.6% | +1.8% |
| YTD | +8.1% | +14.0% | -5.9% | -0.6% |
| 1Y | +4.4% | +13.7% | -9.3% | -3.9% |
| 3Y | +49.0% | +65.8% | -16.8% | +6.1% |
| 5Y | +46.1% | +36.6% | +9.5% | +16.7% |
| All | +121.0% | +197.6% | -76.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling