+45.1%
FDIG vs VT
+69.7%
-24.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -3.0% |
| 7D | +3.9% | +0.4% | +3.6% | +2.8% |
| 30D | -16.4% | -2.6% | -13.8% | -10.7% |
| 3M | -18.5% | -3.2% | -15.2% | -11.2% |
| 6M | -24.6% | +0.9% | -25.5% | -25.2% |
| YTD | -12.3% | +11.3% | -23.6% | -29.7% |
| 1Y | -30.1% | +14.0% | -44.1% | -46.8% |
| 3Y | +108.3% | +75.8% | +32.5% | -38.8% |
| All | +45.1% | +69.7% | -24.6% | -50.7% |
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