+38.3%
FVD vs VT
+58.5%
-20.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +0.2% | +2.9% | -2.7% | -1.4% |
| 30D | +7.2% | -2.5% | +9.7% | +8.6% |
| 3M | +2.4% | -3.3% | +5.8% | +4.3% |
| 6M | +10.6% | +1.5% | +9.1% | +9.0% |
| YTD | +13.7% | +11.4% | +2.4% | +5.6% |
| 1Y | +14.1% | +11.9% | +2.2% | +5.5% |
| 3Y | +47.3% | +73.9% | -26.5% | +0.9% |
| 5Y | +38.3% | +57.9% | -19.6% | -1.3% |
| All | +38.3% | +58.5% | -20.2% | -1.3% |
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