+185.5%
VT vs FND
+76.3%
+109.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.8% |
| 7D | +0.4% | +8.5% | -8.2% | -1.4% |
| 30D | -2.6% | +17.2% | -19.8% | -6.0% |
| 3M | -3.2% | -14.9% | +11.7% | -0.5% |
| 6M | +0.9% | +3.1% | -2.1% | -1.1% |
| YTD | +11.3% | -12.4% | +23.7% | +12.0% |
| 1Y | +14.0% | -10.0% | +24.0% | +13.8% |
| 3Y | +75.8% | -31.3% | +107.2% | +79.1% |
| 5Y | +57.8% | -60.3% | +118.1% | +73.2% |
| All | +185.5% | +76.3% | +109.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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