+115.3%
FCEF price history and return analytics
+222.1%
-106.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.3% |
| 30D | -2.8% | -1.0% | -1.8% | -2.1% |
| 3M | +1.2% | +3.2% | -2.0% | -1.2% |
| 6M | +5.6% | +12.5% | -6.9% | -3.2% |
| YTD | +7.1% | +14.1% | -6.9% | -2.9% |
| 1Y | +9.7% | +18.9% | -9.2% | -3.6% |
| 3Y | +51.9% | +74.1% | -22.2% | +0.3% |
| 5Y | +29.4% | +66.9% | -37.4% | -12.5% |
| All | +115.3% | +222.1% | -106.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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