+210.9%
FN vs VT
+57.9%
+153.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | 0.0% | +15.4% | +15.4% |
| 7D | +5.9% | -1.6% | +7.5% | +9.0% |
| 30D | -21.6% | -2.5% | -19.1% | -17.6% |
| 3M | -20.3% | -1.3% | -19.0% | -17.2% |
| 6M | -48.6% | +3.1% | -51.7% | -49.8% |
| YTD | -20.2% | +10.9% | -31.1% | -29.6% |
| 1Y | -18.0% | +12.1% | -30.0% | -28.2% |
| 3Y | +123.6% | +73.9% | +49.7% | +13.3% |
| All | +210.9% | +57.9% | +153.0% | +75.3% |
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