+565.2%
FDUS vs VT
+351.5%
+213.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +3.7% |
| 30D | +0.9% | -2.5% | +3.4% | +2.9% |
| 3M | -1.2% | -1.3% | +0.1% | -0.3% |
| 6M | +7.4% | +3.1% | +4.3% | +4.3% |
| YTD | +10.0% | +10.9% | -0.9% | +0.2% |
| 1Y | +5.8% | +12.1% | -6.3% | -4.5% |
| 3Y | +42.7% | +73.9% | -31.2% | -12.6% |
| 5Y | +98.4% | +58.0% | +40.4% | +29.7% |
| 10Y | +303.8% | +225.5% | +78.4% | +42.3% |
| All | +565.2% | +351.5% | +213.6% | +75.5% |
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