+46.1%
FDNI vs VT
+157.4%
-111.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | -2.7% | -1.7% | -1.0% | -1.2% |
| 3M | -11.2% | -2.3% | -8.9% | -9.2% |
| 6M | -6.6% | +1.5% | -8.1% | -8.5% |
| YTD | -23.4% | +12.0% | -35.5% | -32.5% |
| 1Y | -29.0% | +12.9% | -41.9% | -37.9% |
| 3Y | +25.5% | +74.9% | -49.5% | -30.4% |
| 5Y | -38.6% | +59.9% | -98.5% | -62.3% |
| All | +46.1% | +157.4% | -111.3% | -34.7% |
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