+623.3%
FDS vs VT
+345.0%
+278.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +2.8% |
| 7D | +6.4% | -4.2% | +10.6% | +10.0% |
| 30D | +25.2% | -5.8% | +31.0% | +31.1% |
| 3M | +22.9% | -5.2% | +28.2% | +28.0% |
| 6M | +56.5% | +0.1% | +56.4% | +54.0% |
| YTD | +19.0% | +8.2% | +10.7% | +9.2% |
| 1Y | +32.7% | +10.1% | +22.6% | +19.8% |
| 3Y | -20.4% | +69.7% | -90.1% | -50.8% |
| 5Y | -19.6% | +53.4% | -73.0% | -46.1% |
| 10Y | +148.5% | +219.2% | -70.7% | -10.1% |
| All | +623.3% | +345.0% | +278.4% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling