+167.9%
FDD vs VT
+374.2%
-206.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +0.4% | +0.7% | +0.8% |
| 30D | +1.9% | +1.0% | +0.9% | +1.1% |
| 3M | +8.5% | +2.4% | +6.1% | +6.2% |
| 6M | +18.4% | +12.0% | +6.4% | +7.4% |
| YTD | +22.5% | +15.3% | +7.1% | +8.4% |
| 1Y | +37.2% | +22.6% | +14.6% | +15.3% |
| 3Y | +119.5% | +74.7% | +44.9% | +35.8% |
| 5Y | +88.7% | +66.1% | +22.6% | +21.7% |
| 10Y | +183.2% | +225.0% | -41.8% | +5.7% |
| All | +167.9% | +374.2% | -206.2% | -16.9% |
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