+38.9%
FVD vs VT
+57.4%
-18.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +8.3% | -2.6% | +10.9% | +9.8% |
| 3M | +2.0% | -3.2% | +5.3% | +3.8% |
| 6M | +10.9% | +0.9% | +10.0% | +9.7% |
| YTD | +13.9% | +11.3% | +2.6% | +5.7% |
| 1Y | +15.9% | +14.0% | +1.9% | +6.0% |
| 3Y | +48.3% | +75.8% | -27.5% | +0.8% |
| 5Y | +38.9% | +57.8% | -18.9% | -1.0% |
| All | +38.9% | +57.4% | -18.4% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling