+103.8%
FID vs VT
+288.1%
-184.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.9% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | +2.8% | -1.4% | +4.3% | +3.8% |
| 3M | +1.5% | -1.4% | +2.9% | +2.4% |
| 6M | +8.0% | +5.5% | +2.6% | +4.0% |
| YTD | +14.4% | +12.8% | +1.6% | +5.1% |
| 1Y | +21.1% | +15.4% | +5.6% | +9.4% |
| 3Y | +73.5% | +76.9% | -3.4% | +15.6% |
| 5Y | +58.4% | +60.4% | -2.0% | +12.2% |
| 10Y | +114.8% | +232.8% | -118.0% | -6.6% |
| All | +103.8% | +288.1% | -184.2% | -18.4% |
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