+17.4%
FFND vs VT
+57.4%
-39.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.8% |
| 7D | +0.5% | +0.4% | +0.1% | -0.1% |
| 30D | -2.5% | -2.6% | +0.1% | +0.8% |
| 3M | -7.0% | -3.2% | -3.8% | -3.1% |
| 6M | -0.1% | +0.9% | -1.1% | -1.7% |
| YTD | +4.8% | +11.3% | -6.5% | -9.9% |
| 1Y | +6.3% | +14.0% | -7.7% | -11.6% |
| 3Y | +76.9% | +75.8% | +1.1% | -21.5% |
| 5Y | +17.4% | +57.8% | -40.4% | -35.7% |
| All | +17.4% | +57.4% | -39.9% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling