-20.9%
FDS vs VT
+69.4%
-90.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.0% |
| 7D | +6.4% | -4.2% | +10.6% | +8.0% |
| 30D | +25.2% | -5.8% | +31.0% | +27.8% |
| 3M | +22.9% | -5.2% | +28.2% | +25.2% |
| 6M | +56.5% | +0.1% | +56.4% | +54.6% |
| YTD | +19.0% | +8.2% | +10.7% | +11.7% |
| 1Y | +32.7% | +10.1% | +22.6% | +23.2% |
| All | -20.9% | +69.4% | -90.3% | -44.6% |
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 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