-44.6%
VG vs FDS
-26.5%
-18.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +14.0% | +1.5% | +12.5% | +13.9% |
| 30D | -1.0% | +14.8% | -15.8% | -2.3% |
| 3M | -2.7% | +16.3% | -19.0% | -4.3% |
| 6M | +1.5% | +66.2% | -64.8% | -6.8% |
| YTD | +93.7% | +16.2% | +77.5% | +90.5% |
| 1Y | +68.5% | +21.8% | +46.7% | +63.5% |
| All | -44.6% | -26.5% | -18.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling