+1,202.4%
VUG vs FDS
+1,605.4%
-403.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +0.6% |
| 7D | -1.1% | -2.1% | +1.1% | -0.3% |
| 30D | -7.0% | +16.0% | -23.0% | -12.5% |
| 3M | -3.7% | +18.8% | -22.5% | -11.0% |
| 6M | -1.6% | +54.1% | -55.7% | -19.9% |
| YTD | +5.1% | +17.0% | -11.9% | -5.9% |
| 1Y | +3.8% | +25.5% | -21.8% | -10.3% |
| 3Y | +79.9% | -23.3% | +103.2% | +88.0% |
| 5Y | +66.4% | -22.6% | +89.0% | +72.1% |
| 10Y | +405.3% | +130.2% | +275.1% | +225.0% |
| All | +1,202.4% | +1,605.4% | -403.0% | +336.2% |
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