+178.2%
VT vs FND
+69.4%
+108.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -2.3% | +7.7% | -10.0% | -3.9% |
| 30D | -5.0% | +11.9% | -16.8% | -7.4% |
| 3M | -4.9% | -14.6% | +9.7% | -2.3% |
| 6M | -1.5% | +0.5% | -2.0% | -3.0% |
| YTD | +8.5% | -15.8% | +24.3% | +10.0% |
| 1Y | +11.4% | -12.9% | +24.3% | +12.0% |
| 3Y | +70.1% | -34.2% | +104.2% | +74.7% |
| 5Y | +53.7% | -61.6% | +115.3% | +69.8% |
| All | +178.2% | +69.4% | +108.8% | +126.7% |
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