+89.4%
FDCF vs VT
+69.3%
+20.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +3.1% |
| 7D | -1.9% | -4.2% | +2.3% | +3.3% |
| 30D | -8.9% | -5.8% | -3.1% | -2.0% |
| 3M | -3.8% | -5.2% | +1.4% | +2.8% |
| 6M | -1.9% | +0.1% | -2.1% | -2.2% |
| YTD | 0.0% | +8.2% | -8.3% | -9.7% |
| 1Y | -0.7% | +10.1% | -10.8% | -12.2% |
| 3Y | +86.9% | +69.7% | +17.3% | -6.1% |
| All | +89.4% | +69.3% | +20.2% | -2.8% |
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