+93.3%
FDCF vs VT
+69.6%
+23.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.7% |
| 7D | +4.3% | -2.3% | +6.7% | +7.2% |
| 30D | -6.9% | -5.0% | -1.9% | -0.9% |
| 3M | -1.9% | -4.9% | +3.0% | +4.4% |
| 6M | -1.2% | -1.5% | +0.3% | +0.6% |
| YTD | +2.0% | +8.5% | -6.5% | -8.1% |
| 1Y | +3.4% | +11.4% | -7.9% | -9.9% |
| 3Y | +91.5% | +70.1% | +21.4% | -4.1% |
| All | +93.3% | +69.6% | +23.6% | -1.1% |
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