+573.9%
FDBC vs VT
+356.1%
+217.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +5.0% | -1.6% | +6.6% | +5.6% |
| 30D | +21.9% | -2.5% | +24.4% | +23.1% |
| 3M | +26.0% | -1.3% | +27.3% | +26.6% |
| 6M | +49.5% | +3.1% | +46.4% | +47.1% |
| YTD | +59.1% | +10.9% | +48.2% | +51.8% |
| 1Y | +60.1% | +12.1% | +48.0% | +52.0% |
| 3Y | +52.6% | +73.9% | -21.3% | +22.7% |
| 5Y | +42.2% | +58.0% | -15.7% | +18.0% |
| 10Y | +300.4% | +225.5% | +75.0% | +178.8% |
| All | +573.9% | +356.1% | +217.8% | +348.9% |
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