+228.3%
FTDR vs VT
+142.2%
+86.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | +11.2% | -0.1% | +11.3% | +11.1% |
| 30D | +23.4% | -3.1% | +26.5% | +26.2% |
| 3M | +17.4% | -3.5% | +20.9% | +20.6% |
| 6M | +52.4% | +0.5% | +52.0% | +51.2% |
| YTD | +70.7% | +10.8% | +60.0% | +56.3% |
| 1Y | +97.5% | +11.9% | +85.6% | +79.3% |
| 3Y | +186.9% | +73.0% | +113.9% | +84.1% |
| 5Y | +169.4% | +58.6% | +110.8% | +83.8% |
| All | +228.3% | +142.2% | +86.2% | +106.2% |
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