+92.3%
FDTX vs VT
+74.1%
+18.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +1.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -18.4% | -2.6% | -15.8% | -14.3% |
| 3M | -10.9% | -3.2% | -7.7% | -5.4% |
| 6M | -1.1% | +0.9% | -2.0% | -0.6% |
| YTD | +20.4% | +11.3% | +9.1% | +4.6% |
| 1Y | +18.6% | +14.0% | +4.6% | -0.6% |
| 3Y | +99.8% | +75.8% | +24.0% | -11.3% |
| All | +92.3% | +74.1% | +18.3% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling