+74.6%
FINX vs VT
+217.6%
-143.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -2.9% | -3.1% | +0.2% | +1.3% |
| 3M | -6.7% | -3.5% | -3.2% | -1.9% |
| 6M | -5.4% | +0.5% | -5.9% | -6.0% |
| YTD | -17.4% | +10.8% | -28.2% | -28.2% |
| 1Y | -23.9% | +11.9% | -35.8% | -34.6% |
| 3Y | +24.0% | +73.0% | -49.0% | -40.4% |
| 5Y | -47.6% | +58.6% | -106.2% | -70.7% |
| 10Y | +74.6% | +219.2% | -144.5% | -52.4% |
| All | +74.6% | +217.6% | -143.0% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling