-19.6%
FDS vs VT
+53.2%
-72.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +2.0% |
| 7D | +6.4% | -4.2% | +10.6% | +9.1% |
| 30D | +25.2% | -5.8% | +31.0% | +29.6% |
| 3M | +22.9% | -5.2% | +28.2% | +26.7% |
| 6M | +56.5% | +0.1% | +56.4% | +54.3% |
| YTD | +19.0% | +8.2% | +10.7% | +10.3% |
| 1Y | +32.7% | +10.1% | +22.6% | +21.4% |
| 3Y | -20.4% | +69.7% | -90.1% | -49.1% |
| 5Y | -19.6% | +53.4% | -73.0% | -44.3% |
| All | -19.6% | +53.2% | -72.8% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling