+69.5%
VG vs FDS
+27.2%
+42.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +5.5% |
| 7D | +5.5% | -2.1% | +7.6% | +5.4% |
| 30D | -3.6% | +16.0% | -19.6% | -3.8% |
| 3M | -4.0% | +18.8% | -22.8% | -4.3% |
| 6M | +9.4% | +54.1% | -44.7% | +5.2% |
| YTD | +86.6% | +17.0% | +69.6% | +83.9% |
| 1Y | +69.5% | +25.5% | +44.0% | +70.8% |
| All | +69.5% | +27.2% | +42.3% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling