+123.9%
FNDC vs VT
+217.6%
-93.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.3% | -3.1% | +1.8% | +1.4% |
| 3M | -3.3% | -3.5% | +0.2% | -0.3% |
| 6M | -2.5% | +0.5% | -3.0% | -3.0% |
| YTD | +10.9% | +10.8% | +0.1% | +1.3% |
| 1Y | +14.6% | +11.9% | +2.7% | +3.8% |
| 3Y | +70.5% | +73.0% | -2.5% | +4.3% |
| 5Y | +46.1% | +58.6% | -12.5% | -3.8% |
| 10Y | +123.9% | +219.2% | -95.3% | -21.1% |
| All | +123.9% | +217.6% | -93.8% | -21.1% |
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 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