+68.9%
FDIF vs VT
+77.5%
-8.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.7% |
| 30D | +2.7% | +1.0% | +1.7% | +1.5% |
| 3M | +4.8% | +2.4% | +2.4% | +1.9% |
| 6M | +19.4% | +12.0% | +7.4% | +4.1% |
| YTD | +16.4% | +15.3% | +1.0% | -2.1% |
| 1Y | +20.7% | +22.6% | -1.9% | -5.7% |
| 3Y | +71.9% | +74.7% | -2.8% | -12.6% |
| All | +68.9% | +77.5% | -8.6% | -15.9% |
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