+81.9%
FDTX vs VT
+69.6%
+12.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.0% |
| 7D | -9.3% | -2.3% | -7.0% | -5.5% |
| 30D | -22.9% | -5.0% | -18.0% | -15.8% |
| 3M | -13.7% | -4.9% | -8.8% | -5.8% |
| 6M | -4.7% | -1.5% | -3.1% | -0.3% |
| YTD | +13.9% | +8.5% | +5.5% | +3.1% |
| 1Y | +11.8% | +11.4% | +0.4% | -2.6% |
| 3Y | +93.5% | +70.1% | +23.4% | -9.4% |
| All | +81.9% | +69.6% | +12.3% | -12.1% |
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