+159.5%
FDT vs VT
+330.8%
-171.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | +0.6% |
| 7D | -2.4% | -4.2% | +1.7% | +1.6% |
| 30D | -7.4% | -5.8% | -1.6% | -1.9% |
| 3M | -5.4% | -5.2% | -0.2% | -0.3% |
| 6M | -7.8% | +0.1% | -7.9% | -7.6% |
| YTD | +12.2% | +8.2% | +3.9% | +4.7% |
| 1Y | +17.9% | +10.1% | +7.8% | +8.3% |
| 3Y | +95.7% | +69.7% | +26.0% | +18.6% |
| 5Y | +67.3% | +53.4% | +13.9% | +11.4% |
| 10Y | +149.5% | +219.2% | -69.7% | -18.1% |
| All | +159.5% | +330.8% | -171.4% | -35.4% |
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