+269.8%
FDMO vs VT
+213.4%
+56.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -1.7% |
| 7D | -8.8% | -4.2% | -4.7% | -4.6% |
| 30D | -12.9% | -5.8% | -7.1% | -7.2% |
| 3M | -11.6% | -5.2% | -6.4% | -6.3% |
| 6M | -7.3% | +0.1% | -7.5% | -7.1% |
| YTD | +1.0% | +8.2% | -7.3% | -6.5% |
| 1Y | +1.0% | +10.1% | -9.1% | -8.1% |
| 3Y | +81.4% | +69.7% | +11.7% | +7.2% |
| 5Y | +62.3% | +53.4% | +9.0% | +6.5% |
| 10Y | +282.6% | +219.2% | +63.3% | +26.0% |
| All | +269.8% | +213.4% | +56.4% | +24.5% |
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