+60.6%
FND vs VT
+177.4%
-116.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | +2.8% |
| 7D | +2.2% | -4.2% | +6.4% | +9.5% |
| 30D | +9.6% | -5.8% | +15.4% | +20.4% |
| 3M | -17.9% | -5.2% | -12.7% | -10.5% |
| 6M | +6.6% | +0.1% | +6.4% | +6.6% |
| YTD | -15.5% | +8.2% | -23.7% | -24.8% |
| 1Y | -16.2% | +10.1% | -26.4% | -27.4% |
| 3Y | -36.3% | +69.7% | -105.9% | -71.7% |
| 5Y | -61.4% | +53.4% | -114.8% | -79.0% |
| All | +60.6% | +177.4% | -116.9% | -56.6% |
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