+49.0%
FND vs VT
+184.6%
-135.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | -6.8% | +2.4% | -9.2% | -10.1% |
| 30D | +8.0% | -1.5% | +9.5% | +10.6% |
| 3M | -18.9% | -4.1% | -14.8% | -13.2% |
| 6M | +4.7% | +0.6% | +4.1% | +4.1% |
| YTD | -21.6% | +11.0% | -32.6% | -33.0% |
| 1Y | -22.0% | +13.3% | -35.4% | -35.4% |
| 3Y | -40.4% | +73.4% | -113.8% | -74.5% |
| 5Y | -63.8% | +57.4% | -121.2% | -81.1% |
| All | +49.0% | +184.6% | -135.6% | -61.3% |
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 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