+40.5%
FDIG vs VT
+69.3%
-28.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -0.8% |
| 7D | 0.0% | +2.4% | -2.3% | -5.4% |
| 30D | -11.9% | -1.5% | -10.4% | -8.4% |
| 3M | -22.4% | -4.1% | -18.3% | -13.6% |
| 6M | -27.1% | +0.6% | -27.7% | -27.0% |
| YTD | -15.1% | +11.0% | -26.1% | -31.5% |
| 1Y | -21.1% | +13.3% | -34.4% | -39.1% |
| 3Y | +107.4% | +73.4% | +34.0% | -36.9% |
| All | +40.5% | +69.3% | -28.7% | -52.0% |
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