-41.8%
FDRV vs VT
+62.2%
-104.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +2.1% |
| 7D | -3.4% | -4.2% | +0.8% | +3.6% |
| 30D | -12.3% | -5.8% | -6.5% | -3.2% |
| 3M | -18.4% | -5.2% | -13.1% | -10.7% |
| 6M | -24.8% | +0.1% | -24.9% | -24.4% |
| YTD | -10.7% | +8.2% | -19.0% | -20.9% |
| 1Y | -15.3% | +10.1% | -25.4% | -27.0% |
| 3Y | -3.0% | +69.7% | -72.6% | -59.0% |
| 5Y | -49.9% | +53.4% | -103.3% | -73.3% |
| All | -41.8% | +62.2% | -104.0% | -71.5% |
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