+30.7%
FDG vs VT
+53.2%
-22.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -0.6% |
| 7D | -8.9% | -4.2% | -4.7% | -3.3% |
| 30D | -16.8% | -5.8% | -11.0% | -9.5% |
| 3M | -12.2% | -5.2% | -7.0% | -5.2% |
| 6M | -11.3% | +0.1% | -11.4% | -11.1% |
| YTD | -8.1% | +8.2% | -16.4% | -17.3% |
| 1Y | -8.3% | +10.1% | -18.4% | -19.4% |
| 3Y | +84.6% | +69.7% | +14.9% | -10.3% |
| 5Y | +30.7% | +53.4% | -22.7% | -23.7% |
| All | +30.7% | +53.2% | -22.5% | -23.7% |
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