+136.1%
FDS vs VT
+215.5%
-79.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.9% |
| 7D | -0.5% | -2.3% | +1.8% | +1.3% |
| 30D | +20.2% | -5.0% | +25.2% | +25.0% |
| 3M | +19.9% | -4.9% | +24.7% | +24.5% |
| 6M | +56.2% | -1.5% | +57.7% | +55.9% |
| YTD | +14.6% | +8.5% | +6.1% | +4.3% |
| 1Y | +31.6% | +11.4% | +20.2% | +16.9% |
| 3Y | -23.8% | +70.1% | -93.9% | -54.9% |
| 5Y | -22.6% | +53.7% | -76.3% | -49.7% |
| All | +136.1% | +215.5% | -79.4% | -25.2% |
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