+906.2%
FN vs VT
+224.5%
+681.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | -1.7% | +0.4% | -2.1% | -2.3% |
| 30D | -22.0% | +1.0% | -23.0% | -22.7% |
| 3M | -43.0% | +2.4% | -45.4% | -43.9% |
| 6M | -27.7% | +12.0% | -39.8% | -36.5% |
| YTD | -10.5% | +15.3% | -25.9% | -24.0% |
| 1Y | +12.5% | +22.6% | -10.1% | -10.8% |
| 3Y | +153.8% | +74.7% | +79.1% | +36.7% |
| 5Y | +288.0% | +66.1% | +221.9% | +122.9% |
| All | +906.2% | +224.5% | +681.7% | +148.2% |
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