+725.0%
VTV vs FDS
+1,437.8%
-712.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.0% |
| 7D | +0.5% | -1.9% | +2.4% | +1.2% |
| 30D | +1.1% | +9.0% | -7.9% | -2.3% |
| 3M | +5.9% | +18.9% | -13.0% | -2.0% |
| 6M | +11.6% | +35.1% | -23.5% | -3.1% |
| YTD | +19.8% | +5.5% | +14.3% | +13.1% |
| 1Y | +26.2% | -16.8% | +43.0% | +29.6% |
| 3Y | +68.5% | -28.1% | +96.5% | +80.8% |
| 5Y | +79.9% | -17.4% | +97.3% | +79.0% |
| 10Y | +229.7% | +85.4% | +144.2% | +125.6% |
| All | +725.0% | +1,437.8% | -712.8% | +175.4% |
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