-40.7%
FDNI vs VT
+57.0%
-97.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | -4.3% | +2.4% | -6.7% | -7.4% |
| 30D | -3.7% | -1.5% | -2.2% | -2.1% |
| 3M | -11.1% | -4.1% | -7.0% | -6.2% |
| 6M | -10.0% | +0.6% | -10.6% | -11.4% |
| YTD | -25.0% | +11.0% | -36.1% | -35.8% |
| 1Y | -28.9% | +13.3% | -42.2% | -40.9% |
| 3Y | +23.4% | +73.4% | -50.0% | -45.2% |
| All | -40.7% | +57.0% | -97.7% | -67.8% |
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