+17.9%
FID vs VT
+10.7%
+7.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.3% |
| 7D | -0.6% | -4.2% | +3.6% | +1.8% |
| 30D | +0.4% | -5.8% | +6.2% | +3.7% |
| 3M | -0.3% | -5.2% | +5.0% | +2.7% |
| 6M | +5.3% | +0.1% | +5.2% | +4.9% |
| YTD | +12.1% | +8.2% | +3.9% | +6.7% |
| 1Y | +17.9% | +10.1% | +7.8% | +11.3% |
| All | +17.9% | +10.7% | +7.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling