+367.1%
VT vs FDS
+594.6%
-227.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.5% |
| 7D | -0.3% | +9.4% | -9.7% | -4.1% |
| 30D | -1.4% | +23.8% | -25.2% | -10.2% |
| 3M | -1.4% | +25.1% | -26.5% | -11.4% |
| 6M | +5.5% | +53.8% | -48.3% | -15.9% |
| YTD | +12.8% | +19.6% | -6.7% | -1.1% |
| 1Y | +15.4% | +31.6% | -16.2% | -4.0% |
| 3Y | +76.9% | -20.0% | +96.9% | +82.7% |
| 5Y | +60.4% | -18.6% | +79.0% | +60.9% |
| 10Y | +232.8% | +149.8% | +83.0% | +70.5% |
| All | +367.1% | +594.6% | -227.6% | +7.2% |
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 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