+300.1%
FDMO vs VT
+224.4%
+75.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.1% |
| 7D | -0.1% | -0.7% | +0.6% | +0.8% |
| 30D | -6.0% | -1.7% | -4.3% | -4.1% |
| 3M | -5.5% | -2.3% | -3.2% | -3.0% |
| 6M | -4.2% | +1.5% | -5.7% | -5.3% |
| YTD | +7.3% | +12.0% | -4.7% | -4.2% |
| 1Y | +7.1% | +12.9% | -5.8% | -5.1% |
| 3Y | +89.1% | +74.9% | +14.1% | +8.1% |
| 5Y | +74.8% | +59.9% | +14.9% | +9.7% |
| 10Y | +300.1% | +224.6% | +75.5% | +27.4% |
| All | +300.1% | +224.4% | +75.8% | +27.4% |
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