+124.4%
VGT vs FDS
-32.7%
+157.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | +1.5% | -8.8% | +10.3% | +2.3% |
| 30D | +0.5% | -1.4% | +1.9% | +0.6% |
| 3M | +5.3% | +13.9% | -8.6% | +3.5% |
| 6M | +32.4% | +27.4% | +5.0% | +27.0% |
| YTD | +28.6% | -2.5% | +31.1% | +31.3% |
| 1Y | +37.6% | -23.8% | +61.4% | +52.6% |
| All | +124.4% | -32.7% | +157.1% | +151.2% |
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