+249.9%
FDRR vs VT
+223.7%
+26.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.5% |
| 7D | -0.3% | +0.4% | -0.6% | -0.6% |
| 30D | -2.3% | -2.6% | +0.3% | 0.0% |
| 3M | -2.4% | -3.2% | +0.8% | +0.5% |
| 6M | +6.7% | +0.9% | +5.8% | +5.4% |
| YTD | +13.1% | +11.3% | +1.8% | +1.8% |
| 1Y | +17.3% | +14.0% | +3.3% | +3.2% |
| 3Y | +83.7% | +75.8% | +7.8% | +7.6% |
| 5Y | +73.8% | +57.8% | +16.0% | +12.3% |
| 10Y | +249.9% | +219.8% | +30.1% | +17.7% |
| All | +249.9% | +223.7% | +26.2% | +17.7% |
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