+627.0%
FDS vs VT
+363.9%
+263.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.5% |
| 7D | +9.4% | -0.3% | +9.7% | +9.7% |
| 30D | +23.8% | -1.4% | +25.2% | +25.0% |
| 3M | +25.1% | -1.4% | +26.5% | +26.3% |
| 6M | +53.8% | +5.5% | +48.3% | +45.1% |
| YTD | +19.6% | +12.8% | +6.7% | +6.2% |
| 1Y | +31.6% | +15.4% | +16.2% | +14.5% |
| 3Y | -20.0% | +76.9% | -96.9% | -52.1% |
| 5Y | -18.6% | +60.4% | -79.0% | -47.3% |
| 10Y | +149.8% | +232.8% | -83.0% | -12.5% |
| All | +627.0% | +363.9% | +263.1% | +96.4% |
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