+114.5%
FDTX vs VT
+79.5%
+35.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.0% |
| 7D | +2.6% | +1.0% | +1.6% | +1.0% |
| 30D | -0.7% | -0.2% | -0.4% | -0.2% |
| 3M | +0.2% | +4.5% | -4.4% | -5.9% |
| 6M | +43.4% | +14.1% | +29.3% | +18.7% |
| YTD | +34.3% | +14.8% | +19.6% | +10.3% |
| 1Y | +39.9% | +21.2% | +18.7% | +6.1% |
| 3Y | +117.8% | +76.6% | +41.2% | -4.3% |
| All | +114.5% | +79.5% | +35.0% | -5.9% |
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