+21.1%
FDIV vs VT
+66.2%
-45.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -1.3% | -2.3% | +1.1% | +0.3% |
| 30D | +6.2% | -5.0% | +11.1% | +9.7% |
| 3M | -0.5% | -4.9% | +4.4% | +2.7% |
| 6M | +1.3% | -1.5% | +2.9% | +1.9% |
| YTD | +4.2% | +8.5% | -4.3% | -2.7% |
| 1Y | +9.0% | +11.4% | -2.4% | -0.3% |
| 3Y | +25.1% | +70.1% | -45.0% | -21.4% |
| All | +21.1% | +66.2% | -45.1% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling