-69.8%
FDMT vs VT
+88.4%
-158.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.5% |
| 7D | +2.9% | -2.3% | +5.3% | +6.9% |
| 30D | -2.7% | -5.0% | +2.3% | +5.7% |
| 3M | +16.1% | -4.9% | +21.0% | +25.8% |
| 6M | +17.6% | -1.5% | +19.1% | +21.8% |
| YTD | +63.3% | +8.5% | +54.8% | +47.9% |
| 1Y | +12.2% | +11.4% | +0.8% | -1.7% |
| 3Y | +6.5% | +70.1% | -63.6% | -46.8% |
| 5Y | -50.4% | +53.7% | -104.2% | -70.1% |
| All | -69.8% | +88.4% | -158.1% | -88.5% |
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 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