+188.7%
FDT vs VT
+359.1%
-170.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.4% |
| 30D | +5.3% | +1.0% | +4.3% | +4.3% |
| 3M | -0.1% | +2.4% | -2.4% | -2.1% |
| 6M | +7.4% | +12.0% | -4.6% | -3.2% |
| YTD | +24.8% | +15.3% | +9.5% | +9.6% |
| 1Y | +38.1% | +22.6% | +15.5% | +14.4% |
| 3Y | +107.5% | +74.7% | +32.8% | +22.2% |
| 5Y | +80.4% | +66.1% | +14.3% | +11.2% |
| 10Y | +167.6% | +225.0% | -57.4% | -13.7% |
| All | +188.7% | +359.1% | -170.4% | -32.4% |
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