+220.3%
FNB vs VT
+374.2%
-153.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.1% | +0.4% | +1.7% | +1.6% |
| 30D | -2.1% | +1.0% | -3.1% | -3.3% |
| 3M | +6.6% | +2.4% | +4.2% | +2.9% |
| 6M | +11.0% | +12.0% | -1.0% | -4.3% |
| YTD | +11.6% | +15.3% | -3.8% | -7.4% |
| 1Y | +14.5% | +22.6% | -8.1% | -11.9% |
| 3Y | +74.6% | +74.7% | -0.1% | -12.6% |
| 5Y | +95.7% | +66.1% | +29.6% | +3.4% |
| 10Y | +118.9% | +225.0% | -106.1% | -47.2% |
| All | +220.3% | +374.2% | -153.9% | -43.9% |
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