+206.4%
FNB vs VT
+345.0%
-138.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +1.8% |
| 7D | -2.5% | -4.2% | +1.7% | +2.6% |
| 30D | +3.4% | -5.8% | +9.2% | +11.0% |
| 3M | -6.4% | -5.2% | -1.1% | -0.2% |
| 6M | +1.2% | +0.1% | +1.1% | +0.1% |
| YTD | +6.7% | +8.2% | -1.5% | -4.5% |
| 1Y | +15.9% | +10.1% | +5.8% | +1.6% |
| 3Y | +70.3% | +69.7% | +0.7% | -12.0% |
| 5Y | +70.7% | +53.4% | +17.3% | -0.9% |
| 10Y | +102.1% | +219.2% | -117.1% | -50.2% |
| All | +206.4% | +345.0% | -138.6% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling