+38.5%
FVD vs VT
+57.0%
-18.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.6% | +2.4% | -0.8% | +0.2% |
| 30D | +7.0% | -1.5% | +8.6% | +7.8% |
| 3M | +2.4% | -4.1% | +6.5% | +4.7% |
| 6M | +11.8% | +0.6% | +11.3% | +10.9% |
| YTD | +14.3% | +11.0% | +3.2% | +6.2% |
| 1Y | +15.2% | +13.3% | +1.8% | +5.6% |
| 3Y | +48.4% | +73.4% | -25.0% | +1.7% |
| All | +38.5% | +57.0% | -18.5% | -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