+44.8%
FDIQ vs VT
+66.2%
-21.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.3% |
| 30D | +3.2% | +1.0% | +2.3% | +2.2% |
| 3M | +9.0% | +2.4% | +6.6% | +5.9% |
| 6M | +1.1% | +12.0% | -10.9% | -11.2% |
| YTD | +21.2% | +15.3% | +5.8% | +2.9% |
| 1Y | +19.8% | +22.6% | -2.8% | -5.0% |
| 3Y | +68.4% | +74.7% | -6.3% | -8.3% |
| All | +44.8% | +66.2% | -21.4% | -16.7% |
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