+354.8%
FDIS vs VT
+254.4%
+100.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -1.6% | +3.2% | +3.4% |
| 30D | +6.1% | -2.5% | +8.6% | +9.1% |
| 3M | -1.6% | -1.3% | -0.3% | -0.2% |
| 6M | -0.1% | +3.1% | -3.2% | -3.6% |
| YTD | +0.2% | +10.9% | -10.7% | -10.9% |
| 1Y | -1.0% | +12.1% | -13.1% | -12.9% |
| 3Y | +49.1% | +73.9% | -24.8% | -18.2% |
| 5Y | +17.5% | +58.0% | -40.5% | -27.5% |
| 10Y | +271.6% | +225.5% | +46.1% | +15.4% |
| All | +354.8% | +254.4% | +100.5% | +28.7% |
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 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