+72.4%
FDSB vs VT
+37.2%
+35.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.0% |
| 7D | +1.3% | -4.2% | +5.4% | +2.3% |
| 30D | +1.1% | -5.8% | +6.9% | +2.6% |
| 3M | -1.3% | -5.2% | +3.9% | -0.1% |
| 6M | +16.6% | +0.1% | +16.5% | +16.3% |
| YTD | +17.8% | +8.2% | +9.6% | +14.5% |
| 1Y | +32.5% | +10.1% | +22.3% | +28.0% |
| All | +72.4% | +37.2% | +35.2% | +52.7% |
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