+297.8%
VTI vs FDS
+64.8%
+233.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.9% | -14.0% | +13.1% | +4.1% |
| 30D | -1.4% | -6.2% | +4.8% | +0.3% |
| 3M | +3.6% | +10.2% | -6.6% | -1.4% |
| 6M | +13.6% | +27.4% | -13.8% | +0.5% |
| YTD | +12.9% | -9.3% | +22.2% | +13.5% |
| 1Y | +17.2% | -28.6% | +45.9% | +29.5% |
| 3Y | +75.7% | -36.8% | +112.5% | +101.8% |
| 5Y | +75.4% | -28.6% | +104.1% | +87.3% |
| All | +297.8% | +64.8% | +233.0% | +192.2% |
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 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