+319.6%
FNCL vs VT
+254.4%
+65.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +3.9% |
| 30D | +6.4% | -2.5% | +8.9% | +9.2% |
| 3M | -0.8% | -1.3% | +0.5% | +0.3% |
| 6M | +9.9% | +3.1% | +6.8% | +5.6% |
| YTD | +5.4% | +10.9% | -5.6% | -6.7% |
| 1Y | +11.2% | +12.1% | -0.8% | -2.6% |
| 3Y | +79.3% | +73.9% | +5.4% | -3.2% |
| 5Y | +52.0% | +58.0% | -6.0% | -8.7% |
| 10Y | +241.8% | +225.5% | +16.4% | -3.0% |
| All | +319.6% | +254.4% | +65.2% | +8.3% |
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 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