+113.1%
FCEF price history and return analytics
+216.4%
-103.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.4% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +0.8% | -1.7% | +2.6% | +2.0% |
| 3M | -3.6% | -2.3% | -1.3% | -2.1% |
| 6M | -0.5% | +1.5% | -2.0% | -1.9% |
| YTD | +6.0% | +12.0% | -6.0% | -2.7% |
| 1Y | +7.8% | +12.9% | -5.1% | -1.7% |
| 3Y | +55.1% | +74.9% | -19.8% | +1.9% |
| 5Y | +26.9% | +59.9% | -33.0% | -11.5% |
| 10Y | +121.7% | +224.6% | -103.0% | -6.9% |
| All | +113.1% | +216.4% | -103.4% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling