+1,181.0%
VUG vs FDS
+1,560.1%
-379.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | -2.0% | +0.8% | -0.5% |
| 30D | -8.9% | +13.5% | -22.4% | -13.6% |
| 3M | -5.9% | +15.2% | -21.1% | -12.0% |
| 6M | -3.3% | +47.0% | -50.3% | -19.8% |
| YTD | +3.4% | +13.9% | -10.5% | -6.5% |
| 1Y | +1.9% | +25.2% | -23.3% | -11.9% |
| 3Y | +76.9% | -25.3% | +102.3% | +86.8% |
| 5Y | +63.9% | -23.3% | +87.2% | +70.0% |
| 10Y | +396.2% | +126.0% | +270.2% | +221.3% |
| All | +1,181.0% | +1,560.1% | -379.1% | +333.4% |
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