-39.2%
FDRV vs VT
+66.8%
-106.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -1.8% |
| 7D | +1.3% | +0.4% | +1.0% | +0.6% |
| 30D | -6.0% | -2.6% | -3.4% | -1.9% |
| 3M | -16.8% | -3.2% | -13.6% | -12.1% |
| 6M | -23.5% | +0.9% | -24.5% | -24.2% |
| YTD | -6.8% | +11.3% | -18.1% | -21.2% |
| 1Y | -10.1% | +14.0% | -24.1% | -26.9% |
| 3Y | +5.8% | +75.8% | -70.0% | -57.9% |
| 5Y | -47.5% | +57.8% | -105.3% | -73.3% |
| All | -39.2% | +66.8% | -106.1% | -71.6% |
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