+25.3%
FFND vs VT
+64.5%
-39.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.7% |
| 7D | -0.6% | -0.7% | +0.1% | +0.3% |
| 30D | -1.5% | -1.7% | +0.2% | +0.7% |
| 3M | -6.3% | -2.3% | -4.0% | -3.5% |
| 6M | +0.7% | +1.5% | -0.8% | -1.7% |
| YTD | +5.6% | +12.0% | -6.5% | -10.0% |
| 1Y | +5.2% | +12.9% | -7.7% | -11.3% |
| 3Y | +75.5% | +74.9% | +0.6% | -21.4% |
| 5Y | +19.8% | +59.9% | -40.1% | -35.9% |
| All | +25.3% | +64.5% | -39.2% | -35.5% |
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 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