+477.0%
FVD vs VT
+363.9%
+113.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.9% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +10.4% | -1.4% | +11.9% | +11.5% |
| 3M | +3.4% | -1.4% | +4.8% | +4.3% |
| 6M | +11.3% | +5.5% | +5.8% | +6.3% |
| YTD | +14.9% | +12.8% | +2.1% | +4.2% |
| 1Y | +18.1% | +15.4% | +2.7% | +5.3% |
| 3Y | +46.9% | +76.9% | -29.9% | -5.6% |
| 5Y | +40.6% | +60.4% | -19.8% | -3.8% |
| 10Y | +150.6% | +232.8% | -82.1% | -0.5% |
| All | +477.0% | +363.9% | +113.2% | +73.2% |
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