+59.9%
FND vs VT
+178.1%
-118.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.8% |
| 7D | +7.7% | -2.3% | +10.0% | +11.8% |
| 30D | +11.9% | -5.0% | +16.8% | +21.1% |
| 3M | -14.6% | -4.9% | -9.7% | -7.4% |
| 6M | +0.5% | -1.5% | +2.0% | +3.1% |
| YTD | -15.8% | +8.5% | -24.3% | -25.4% |
| 1Y | -12.9% | +11.4% | -24.3% | -25.9% |
| 3Y | -34.2% | +70.1% | -104.2% | -70.9% |
| 5Y | -61.6% | +53.7% | -115.3% | -79.2% |
| All | +59.9% | +178.1% | -118.2% | -57.0% |
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