+452.6%
FVD vs VT
+374.2%
+78.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -0.9% | +1.0% | -1.9% | -1.6% |
| 3M | +6.7% | +2.4% | +4.3% | +4.5% |
| 6M | +2.0% | +12.0% | -10.0% | -6.7% |
| YTD | +10.0% | +15.3% | -5.3% | -1.7% |
| 1Y | +10.9% | +22.6% | -11.7% | -5.4% |
| 3Y | +37.3% | +74.7% | -37.3% | -10.8% |
| 5Y | +35.1% | +66.1% | -31.0% | -9.8% |
| 10Y | +129.5% | +225.0% | -95.5% | -7.3% |
| All | +452.6% | +374.2% | +78.4% | +63.4% |
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