-27.6%
FDS vs VT
+75.0%
-102.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -1.9% | +0.4% | -2.4% | -2.1% |
| 30D | +9.0% | +1.0% | +8.0% | +8.6% |
| 3M | +18.9% | +2.4% | +16.5% | +17.6% |
| 6M | +35.1% | +12.0% | +23.1% | +26.5% |
| YTD | +5.5% | +15.3% | -9.8% | -3.2% |
| 1Y | -16.8% | +22.6% | -39.4% | -26.8% |
| All | -27.6% | +75.0% | -102.5% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling