+175.3%
FTDR vs VT
+152.1%
+23.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | +8.1% | +1.0% | +7.2% | +7.3% |
| 3M | +30.7% | +2.4% | +28.3% | +27.9% |
| 6M | +21.6% | +12.0% | +9.6% | +10.9% |
| YTD | +43.2% | +15.3% | +27.8% | +27.1% |
| 1Y | +30.5% | +22.6% | +7.9% | +10.3% |
| 3Y | +148.3% | +74.7% | +73.7% | +58.5% |
| 5Y | +88.6% | +66.1% | +22.4% | +24.2% |
| All | +175.3% | +152.1% | +23.2% | +67.8% |
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