+76.3%
VUG vs FDS
-20.4%
+96.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.8% |
| 7D | +0.9% | -5.4% | +6.2% | +2.3% |
| 30D | -1.4% | +1.6% | -3.0% | -2.0% |
| 3M | +2.3% | +17.7% | -15.4% | -3.2% |
| 6M | +15.7% | +29.1% | -13.4% | +4.9% |
| YTD | +8.6% | +1.0% | +7.6% | +8.0% |
| 1Y | +14.1% | -21.6% | +35.7% | +26.7% |
| 3Y | +87.9% | -30.1% | +118.0% | +115.9% |
| 5Y | +76.3% | -20.7% | +97.1% | +107.4% |
| All | +76.3% | -20.4% | +96.7% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling