+469.9%
FVD vs VT
+345.0%
+125.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | +1.7% |
| 7D | +1.8% | -4.2% | +5.9% | +4.9% |
| 30D | +8.5% | -5.8% | +14.3% | +13.1% |
| 3M | +2.2% | -5.2% | +7.5% | +6.0% |
| 6M | +9.5% | +0.1% | +9.4% | +8.6% |
| YTD | +13.5% | +8.2% | +5.3% | +6.0% |
| 1Y | +16.3% | +10.1% | +6.1% | +7.1% |
| 3Y | +45.1% | +69.7% | -24.5% | -4.0% |
| 5Y | +38.2% | +53.4% | -15.1% | -2.3% |
| 10Y | +147.6% | +219.2% | -71.7% | +1.2% |
| All | +469.9% | +345.0% | +125.0% | +76.2% |
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