+226.0%
FDN vs VT
+214.8%
+11.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +0.5% |
| 7D | -5.6% | -4.2% | -1.4% | -0.5% |
| 30D | -12.3% | -5.8% | -6.5% | -5.6% |
| 3M | -9.4% | -5.2% | -4.2% | -3.1% |
| 6M | -2.8% | +0.1% | -2.9% | -3.1% |
| YTD | -3.3% | +8.2% | -11.5% | -12.5% |
| 1Y | -5.8% | +10.1% | -15.9% | -16.6% |
| 3Y | +63.7% | +69.7% | -5.9% | -14.1% |
| 5Y | +5.0% | +53.4% | -48.3% | -36.4% |
| All | +226.0% | +214.8% | +11.2% | -11.6% |
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 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