+222.1%
FTDR vs VT
+142.7%
+79.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -0.5% | +2.4% | -2.8% | -2.3% |
| 30D | +26.5% | -1.5% | +28.0% | +27.7% |
| 3M | +14.2% | -4.1% | +18.3% | +17.8% |
| 6M | +54.3% | +0.6% | +53.7% | +52.9% |
| YTD | +67.5% | +11.0% | +56.5% | +53.0% |
| 1Y | +87.6% | +13.3% | +74.3% | +68.6% |
| 3Y | +178.8% | +73.4% | +105.4% | +78.5% |
| 5Y | +159.4% | +57.4% | +101.9% | +77.9% |
| All | +222.1% | +142.7% | +79.4% | +101.9% |
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 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