+223.6%
FTDR vs VT
+137.2%
+86.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.0% |
| 7D | +10.8% | -2.3% | +13.1% | +12.7% |
| 30D | +24.8% | -5.0% | +29.7% | +29.6% |
| 3M | +8.0% | -4.9% | +12.9% | +12.2% |
| 6M | +46.8% | -1.5% | +48.4% | +47.8% |
| YTD | +68.3% | +8.5% | +59.8% | +56.6% |
| 1Y | +96.6% | +11.4% | +85.2% | +79.1% |
| 3Y | +176.8% | +70.1% | +106.8% | +80.0% |
| 5Y | +167.8% | +53.7% | +114.0% | +87.0% |
| All | +223.6% | +137.2% | +86.5% | +106.6% |
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 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