+655.5%
FN vs VT
+214.8%
+440.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.1% | -10.2% | -8.5% |
| 7D | -16.0% | -4.2% | -11.8% | -10.3% |
| 30D | -40.1% | -5.8% | -34.3% | -34.3% |
| 3M | -43.9% | -5.2% | -38.7% | -38.6% |
| 6M | -55.6% | +0.1% | -55.8% | -54.4% |
| YTD | -35.7% | +8.2% | -43.9% | -39.6% |
| 1Y | -39.8% | +10.1% | -50.0% | -44.3% |
| 3Y | +80.3% | +69.7% | +10.6% | +3.3% |
| 5Y | +143.3% | +53.4% | +89.9% | +57.8% |
| All | +655.5% | +214.8% | +440.7% | +131.0% |
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