-60.3%
FND vs VT
+57.4%
-117.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | -0.3% |
| 7D | +8.5% | +0.4% | +8.2% | +8.0% |
| 30D | +17.2% | -2.6% | +19.8% | +22.5% |
| 3M | -14.9% | -3.2% | -11.7% | -10.0% |
| 6M | +3.1% | +0.9% | +2.1% | +1.6% |
| YTD | -12.4% | +11.3% | -23.7% | -26.5% |
| 1Y | -10.0% | +14.0% | -24.0% | -27.3% |
| 3Y | -31.3% | +75.8% | -107.2% | -73.8% |
| 5Y | -60.3% | +57.8% | -118.1% | -80.9% |
| All | -60.3% | +57.4% | -117.7% | -80.9% |
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