+49.5%
FDNI vs VT
+149.2%
-99.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | +6.1% | -2.3% | +8.4% | +8.6% |
| 30D | +1.9% | -5.0% | +6.9% | +7.5% |
| 3M | -7.8% | -4.9% | -3.0% | -2.9% |
| 6M | -6.3% | -1.5% | -4.8% | -5.1% |
| YTD | -21.6% | +8.5% | -30.1% | -28.4% |
| 1Y | -27.2% | +11.4% | -38.5% | -35.3% |
| 3Y | +27.9% | +70.1% | -42.2% | -26.9% |
| 5Y | -35.7% | +53.7% | -89.5% | -58.9% |
| All | +49.5% | +149.2% | -99.8% | -30.8% |
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 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