+407.5%
VUG vs FDS
+127.0%
+280.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +4.4% | -2.6% | +7.0% | +5.3% |
| 30D | -7.3% | +14.1% | -21.4% | -12.0% |
| 3M | -4.2% | +19.8% | -24.0% | -11.4% |
| 6M | -1.6% | +55.0% | -56.5% | -19.8% |
| YTD | +4.9% | +15.9% | -11.0% | -4.4% |
| 1Y | +3.8% | +24.2% | -20.4% | -9.0% |
| 3Y | +79.4% | -24.0% | +103.5% | +95.5% |
| 5Y | +63.9% | -23.3% | +87.2% | +75.4% |
| All | +407.5% | +127.0% | +280.5% | +231.9% |
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