-30.8%
FDRV vs VT
+72.9%
-103.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.3% | +0.4% | -0.8% | -1.1% |
| 30D | -2.9% | +1.0% | -3.9% | -4.4% |
| 3M | -17.9% | +2.4% | -20.3% | -20.6% |
| 6M | +5.3% | +12.0% | -6.7% | -12.0% |
| YTD | +6.2% | +15.3% | -9.2% | -15.4% |
| 1Y | +10.0% | +22.6% | -12.6% | -20.5% |
| 3Y | -5.4% | +74.7% | -80.0% | -61.8% |
| All | -30.8% | +72.9% | -103.7% | -69.6% |
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 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