+234.9%
FE vs VO
+799.0%
-564.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.9% |
| 7D | +0.6% | -3.3% | +3.9% | +2.6% |
| 30D | +6.4% | -1.8% | +8.3% | +7.5% |
| 3M | -0.5% | -3.4% | +2.9% | +1.5% |
| 6M | +4.7% | +3.0% | +1.7% | +2.6% |
| YTD | +8.4% | +10.7% | -2.4% | +1.3% |
| 1Y | +7.2% | +11.8% | -4.6% | -0.4% |
| 3Y | +44.9% | +60.4% | -15.5% | +6.2% |
| 5Y | +46.3% | +33.6% | +12.7% | +18.0% |
| 10Y | +110.3% | +202.0% | -91.7% | -0.1% |
| All | +234.9% | +799.0% | -564.1% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling