+53.4%
VT vs FDS
-19.3%
+72.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -4.2% | +6.4% | -10.6% | -5.2% |
| 30D | -5.8% | +25.2% | -31.0% | -9.6% |
| 3M | -5.2% | +22.9% | -28.2% | -9.1% |
| 6M | +0.1% | +56.5% | -56.4% | -9.9% |
| YTD | +8.2% | +19.0% | -10.7% | +4.9% |
| 1Y | +10.1% | +32.7% | -22.6% | +2.3% |
| 3Y | +69.7% | -20.4% | +90.1% | +87.0% |
| 5Y | +53.4% | -19.6% | +73.0% | +63.0% |
| All | +53.4% | -19.3% | +72.6% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling