+48.8%
FDFF vs VT
+69.3%
-20.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.4% | +1.6% |
| 7D | +2.0% | -4.2% | +6.1% | +6.6% |
| 30D | +3.9% | -5.8% | +9.7% | +10.6% |
| 3M | -0.3% | -5.2% | +4.9% | +5.4% |
| 6M | +8.9% | +0.1% | +8.7% | +8.1% |
| YTD | +3.1% | +8.2% | -5.1% | -6.1% |
| 1Y | +5.0% | +10.1% | -5.1% | -6.2% |
| 3Y | +49.8% | +69.7% | -19.8% | -16.7% |
| All | +48.8% | +69.3% | -20.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling