+1,250.4%
VUG vs FDS
+1,437.8%
-187.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.9% |
| 7D | -0.1% | -1.9% | +1.8% | +0.6% |
| 30D | -0.3% | +9.0% | -9.3% | -3.8% |
| 3M | -0.7% | +18.9% | -19.5% | -8.8% |
| 6M | +14.6% | +35.1% | -20.5% | -1.6% |
| YTD | +9.0% | +5.5% | +3.5% | +2.5% |
| 1Y | +14.9% | -16.8% | +31.7% | +17.9% |
| 3Y | +86.0% | -28.1% | +114.1% | +100.8% |
| 5Y | +76.7% | -17.4% | +94.1% | +78.7% |
| 10Y | +411.3% | +85.4% | +325.9% | +260.7% |
| All | +1,250.4% | +1,437.8% | -187.3% | +375.3% |
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