-56.1%
FDMT vs VT
+66.2%
-122.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +2.0% | +0.4% | +1.6% | +1.4% |
| 30D | +45.6% | +1.0% | +44.6% | +43.5% |
| 3M | +49.6% | +2.4% | +47.2% | +45.1% |
| 6M | +67.6% | +12.0% | +55.6% | +43.4% |
| YTD | +99.6% | +15.3% | +84.3% | +64.0% |
| 1Y | +126.5% | +22.6% | +103.9% | +72.8% |
| 3Y | -9.6% | +74.7% | -84.3% | -56.9% |
| All | -56.1% | +66.2% | -122.3% | -76.1% |
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 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