-31.5%
FDRV price history and return analytics
+72.0%
-103.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.2% |
| 7D | +1.4% | +1.0% | +0.4% | -0.3% |
| 30D | -6.3% | -0.2% | -6.1% | -5.9% |
| 3M | -13.3% | +4.5% | -17.8% | -19.1% |
| 6M | +8.0% | +14.1% | -6.1% | -12.5% |
| YTD | +5.0% | +14.8% | -9.7% | -15.6% |
| 1Y | +6.7% | +21.2% | -14.5% | -21.4% |
| 3Y | -1.4% | +76.6% | -78.0% | -60.9% |
| All | -31.5% | +72.0% | -103.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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