+2,072.9%
VGT vs FDS
+1,594.3%
+478.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.5% | +1.5% | +1.0% | +1.9% |
| 30D | -9.5% | +14.8% | -24.3% | -15.0% |
| 3M | -9.5% | +16.3% | -25.8% | -16.2% |
| 6M | -1.8% | +66.2% | -68.0% | -24.2% |
| YTD | +18.4% | +16.2% | +2.2% | +4.7% |
| 1Y | +18.7% | +21.8% | -3.1% | +2.2% |
| 3Y | +103.8% | -23.9% | +127.7% | +113.3% |
| 5Y | +104.4% | -23.1% | +127.5% | +111.4% |
| 10Y | +716.9% | +128.7% | +588.2% | +402.6% |
| All | +2,072.9% | +1,594.3% | +478.7% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling