-40.7%
FDRV vs VT
+62.6%
-103.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.5% |
| 7D | +0.8% | -2.3% | +3.1% | +4.7% |
| 30D | -8.9% | -5.0% | -3.9% | -0.9% |
| 3M | -15.8% | -4.9% | -10.9% | -8.4% |
| 6M | -24.9% | -1.5% | -23.3% | -22.4% |
| YTD | -9.0% | +8.5% | -17.5% | -19.8% |
| 1Y | -13.1% | +11.4% | -24.5% | -26.5% |
| 3Y | -0.8% | +70.1% | -70.9% | -58.3% |
| 5Y | -49.0% | +53.7% | -102.7% | -72.9% |
| All | -40.7% | +62.6% | -103.3% | -71.1% |
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