+104.2%
FE vs VO
+196.6%
-92.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | 0.0% | -2.6% | +2.5% | +1.4% |
| 30D | +5.2% | -0.9% | +6.1% | +5.7% |
| 3M | 0.0% | -3.0% | +3.0% | +1.7% |
| 6M | +5.0% | +2.2% | +2.8% | +3.4% |
| YTD | +7.9% | +10.6% | -2.7% | +1.0% |
| 1Y | +6.3% | +12.5% | -6.2% | -1.6% |
| 3Y | +46.0% | +61.4% | -15.4% | +5.7% |
| 5Y | +45.6% | +33.4% | +12.2% | +17.9% |
| All | +104.2% | +196.6% | -92.3% | -1.7% |
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