+100.0%
FDCF vs VT
+80.4%
+19.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.8% |
| 30D | +1.5% | +1.0% | +0.5% | +0.3% |
| 3M | -0.8% | +2.4% | -3.2% | -3.6% |
| 6M | +11.0% | +12.0% | -1.0% | -3.8% |
| YTD | +5.5% | +15.3% | -9.8% | -11.8% |
| 1Y | +6.0% | +22.6% | -16.6% | -18.0% |
| 3Y | +93.2% | +74.7% | +18.6% | -5.5% |
| All | +100.0% | +80.4% | +19.6% | -5.1% |
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 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