-51.4%
VG vs FDS
-27.6%
-23.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.3% |
| 7D | -22.0% | -0.5% | -21.5% | -22.1% |
| 30D | -11.6% | +20.2% | -31.9% | -13.3% |
| 3M | -14.9% | +19.9% | -34.7% | -16.7% |
| 6M | -3.5% | +56.2% | -59.7% | -10.8% |
| YTD | +70.0% | +14.6% | +55.4% | +67.3% |
| 1Y | +50.0% | +31.6% | +18.4% | +41.7% |
| All | -51.4% | -27.6% | -23.8% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling