+5.0%
FDN vs VT
+53.2%
-48.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +1.2% |
| 7D | -5.6% | -4.2% | -1.4% | +0.2% |
| 30D | -12.3% | -5.8% | -6.5% | -4.6% |
| 3M | -9.4% | -5.2% | -4.2% | -2.2% |
| 6M | -2.8% | +0.1% | -2.9% | -3.3% |
| YTD | -3.3% | +8.2% | -11.5% | -14.3% |
| 1Y | -5.8% | +10.1% | -15.9% | -18.6% |
| 3Y | +63.7% | +69.7% | -5.9% | -26.5% |
| 5Y | +5.0% | +53.4% | -48.3% | -42.8% |
| All | +5.0% | +53.2% | -48.2% | -42.8% |
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