+113.9%
FE vs VO
+194.4%
-80.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -1.2% | -0.3% | -0.8% | -1.0% |
| 3M | +3.5% | +2.9% | +0.5% | +1.6% |
| 6M | -6.1% | +9.3% | -15.4% | -11.2% |
| YTD | +7.6% | +14.2% | -6.6% | -1.1% |
| 1Y | +11.9% | +15.3% | -3.3% | +2.1% |
| 3Y | +48.4% | +56.2% | -7.8% | +9.9% |
| 5Y | +44.8% | +42.4% | +2.4% | +12.1% |
| All | +113.9% | +194.4% | -80.5% | -3.4% |
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