+223.0%
VT vs FDS
+84.7%
+138.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | +0.4% | -1.9% | +2.4% | +1.0% |
| 30D | +1.0% | +9.0% | -8.0% | -1.8% |
| 3M | +2.4% | +18.9% | -16.5% | -4.1% |
| 6M | +12.0% | +35.1% | -23.1% | -0.9% |
| YTD | +15.3% | +5.5% | +9.8% | +10.9% |
| 1Y | +22.6% | -16.8% | +39.4% | +28.3% |
| 3Y | +74.7% | -28.1% | +102.7% | +91.3% |
| 5Y | +66.1% | -17.4% | +83.6% | +68.5% |
| All | +223.0% | +84.7% | +138.3% | +133.0% |
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 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