+46.4%
FDIG vs VT
+72.0%
-25.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -4.5% |
| 7D | -5.2% | -0.3% | -4.9% | -4.5% |
| 30D | -19.6% | -1.4% | -18.2% | -16.5% |
| 3M | -20.1% | -1.4% | -18.7% | -16.8% |
| 6M | -18.5% | +5.5% | -24.0% | -27.0% |
| YTD | -11.5% | +12.8% | -24.4% | -31.3% |
| 1Y | -31.8% | +15.4% | -47.2% | -49.5% |
| 3Y | +102.7% | +76.9% | +25.8% | -41.3% |
| All | +46.4% | +72.0% | -25.6% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling