+40.0%
FDG vs VT
+60.6%
-20.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -2.0% |
| 7D | -4.2% | -0.3% | -3.9% | -3.8% |
| 30D | -9.8% | -1.4% | -8.4% | -7.9% |
| 3M | -7.3% | -1.4% | -5.9% | -5.3% |
| 6M | -5.6% | +5.5% | -11.0% | -12.0% |
| YTD | -2.1% | +12.8% | -14.9% | -16.9% |
| 1Y | -2.2% | +15.4% | -17.6% | -19.5% |
| 3Y | +96.8% | +76.9% | +19.9% | -9.8% |
| 5Y | +40.0% | +60.4% | -20.4% | -23.1% |
| All | +40.0% | +60.6% | -20.6% | -23.1% |
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