+49.0%
FE vs VO
+66.9%
-17.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.3% | +0.5% | +3.9% | +4.1% |
| 3M | +0.4% | -1.1% | +1.5% | +0.6% |
| 6M | +6.9% | +6.4% | +0.6% | +5.0% |
| YTD | +8.0% | +13.5% | -5.5% | +3.9% |
| 1Y | +4.8% | +13.6% | -8.8% | +0.8% |
| 3Y | +49.0% | +65.2% | -16.3% | +10.3% |
| All | +49.0% | +66.9% | -17.9% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling