+48.3%
FDNI vs VT
+148.7%
-100.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +5.1% |
| 7D | +4.5% | -4.2% | +8.6% | +9.2% |
| 30D | +0.8% | -5.8% | +6.6% | +7.4% |
| 3M | -8.9% | -5.2% | -3.7% | -3.6% |
| 6M | -4.3% | +0.1% | -4.4% | -4.8% |
| YTD | -22.3% | +8.2% | -30.5% | -28.8% |
| 1Y | -28.3% | +10.1% | -38.4% | -35.5% |
| 3Y | +26.9% | +69.7% | -42.8% | -27.2% |
| 5Y | -36.2% | +53.4% | -89.6% | -59.1% |
| All | +48.3% | +148.7% | -100.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling