+75.1%
FDEM vs VT
+147.9%
-72.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -0.4% |
| 30D | -6.4% | -2.5% | -3.9% | -4.5% |
| 3M | -3.0% | -1.3% | -1.7% | -1.9% |
| 6M | -2.8% | +3.1% | -5.9% | -4.5% |
| YTD | +11.6% | +10.9% | +0.7% | +3.9% |
| 1Y | +12.2% | +12.1% | +0.1% | +3.6% |
| 3Y | +67.1% | +73.9% | -6.8% | +10.7% |
| 5Y | +55.6% | +58.0% | -2.4% | +10.2% |
| All | +75.1% | +147.9% | -72.8% | -13.8% |
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