+40.5%
FDIG vs VT
+65.4%
-24.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.5% |
| 7D | -2.2% | -2.3% | +0.1% | +3.3% |
| 30D | -20.2% | -5.0% | -15.2% | -9.5% |
| 3M | -21.3% | -4.9% | -16.4% | -10.7% |
| 6M | -28.8% | -1.5% | -27.3% | -25.0% |
| YTD | -15.1% | +8.5% | -23.6% | -27.6% |
| 1Y | -32.6% | +11.4% | -44.0% | -45.8% |
| 3Y | +98.1% | +70.1% | +28.0% | -37.0% |
| All | +40.5% | +65.4% | -24.8% | -49.2% |
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