+67.7%
FDEM vs VT
+141.8%
-74.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -1.6% |
| 7D | -5.8% | -4.2% | -1.6% | -2.5% |
| 30D | -11.0% | -5.8% | -5.2% | -6.7% |
| 3M | -8.5% | -5.2% | -3.2% | -4.4% |
| 6M | -7.7% | +0.1% | -7.9% | -7.3% |
| YTD | +7.0% | +8.2% | -1.3% | +1.5% |
| 1Y | +8.1% | +10.1% | -2.0% | +1.3% |
| 3Y | +60.1% | +69.7% | -9.6% | +8.2% |
| 5Y | +49.8% | +53.4% | -3.6% | +8.7% |
| All | +67.7% | +141.8% | -74.1% | -15.8% |
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 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