+139.2%
FVD vs VT
+222.7%
-83.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +0.2% | +2.9% | -2.7% | -1.9% |
| 30D | +7.2% | -2.5% | +9.7% | +9.0% |
| 3M | +2.4% | -3.3% | +5.8% | +4.8% |
| 6M | +10.6% | +1.5% | +9.1% | +8.5% |
| YTD | +13.7% | +11.4% | +2.4% | +3.6% |
| 1Y | +14.1% | +11.9% | +2.2% | +3.4% |
| 3Y | +47.3% | +73.9% | -26.5% | -7.2% |
| 5Y | +38.3% | +57.9% | -19.6% | -6.4% |
| All | +139.2% | +222.7% | -83.5% | -12.6% |
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