-54.5%
FDMT vs VT
+53.2%
-107.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.1% | -4.3% | -2.4% |
| 7D | -12.0% | -4.2% | -7.8% | -5.9% |
| 30D | -10.4% | -5.8% | -4.6% | -1.5% |
| 3M | +9.4% | -5.2% | +14.7% | +19.2% |
| 6M | +15.9% | +0.1% | +15.7% | +17.3% |
| YTD | +50.0% | +8.2% | +41.8% | +36.4% |
| 1Y | +7.0% | +10.1% | -3.1% | -4.7% |
| 3Y | -3.0% | +69.7% | -72.7% | -51.0% |
| 5Y | -54.5% | +53.4% | -107.9% | -73.6% |
| All | -54.5% | +53.2% | -107.7% | -73.6% |
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