+938.9%
VTI vs FDS
+1,858.1%
-919.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.5% | +1.5% | +1.1% | +2.0% |
| 30D | -1.5% | +14.8% | -16.4% | -6.4% |
| 3M | -3.2% | +16.3% | -19.5% | -9.0% |
| 6M | +2.3% | +66.2% | -63.9% | -16.7% |
| YTD | +11.6% | +16.2% | -4.6% | +1.4% |
| 1Y | +13.8% | +21.8% | -8.1% | +1.2% |
| 3Y | +77.4% | -23.9% | +101.3% | +84.6% |
| 5Y | +64.6% | -23.1% | +87.7% | +69.0% |
| 10Y | +290.6% | +128.7% | +161.9% | +164.8% |
| All | +938.9% | +1,858.1% | -919.3% | +248.6% |
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