-23.3%
FDS vs VT
+57.5%
-80.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | -2.0% | -0.1% | -1.8% | -2.0% |
| 30D | +13.5% | -3.1% | +16.6% | +15.5% |
| 3M | +15.2% | -3.5% | +18.7% | +17.4% |
| 6M | +47.0% | +0.5% | +46.6% | +45.1% |
| YTD | +13.9% | +10.8% | +3.1% | +4.1% |
| 1Y | +25.2% | +11.9% | +13.3% | +13.4% |
| 3Y | -25.3% | +73.0% | -98.3% | -52.8% |
| 5Y | -23.3% | +58.6% | -81.9% | -48.0% |
| All | -23.3% | +57.5% | -80.8% | -48.0% |
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 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