-39.8%
FDRV vs VT
+66.0%
-105.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.1% |
| 7D | +0.4% | -0.1% | +0.6% | +0.6% |
| 30D | -6.9% | -3.1% | -3.8% | -2.0% |
| 3M | -17.3% | -3.5% | -13.8% | -12.3% |
| 6M | -24.3% | +0.5% | -24.7% | -24.3% |
| YTD | -7.6% | +10.8% | -18.4% | -21.3% |
| 1Y | -13.0% | +11.9% | -24.9% | -27.1% |
| 3Y | +4.6% | +73.0% | -68.4% | -57.2% |
| 5Y | -46.6% | +58.6% | -105.2% | -73.2% |
| All | -39.8% | +66.0% | -105.8% | -71.7% |
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