+100.2%
FDL vs VT
+59.7%
+40.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.3% |
| 7D | +4.7% | -0.3% | +5.0% | +4.8% |
| 30D | +11.5% | -1.4% | +12.9% | +12.2% |
| 3M | +6.5% | -1.4% | +7.8% | +7.1% |
| 6M | +11.7% | +5.5% | +6.3% | +7.7% |
| YTD | +26.9% | +12.8% | +14.1% | +17.1% |
| 1Y | +34.8% | +15.4% | +19.3% | +22.5% |
| 3Y | +87.0% | +76.9% | +10.2% | +27.3% |
| All | +100.2% | +59.7% | +40.5% | +37.6% |
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