+124.3%
FNDC vs VT
+223.7%
-99.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +0.1% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | -0.7% | -2.6% | +1.9% | +1.6% |
| 3M | -3.1% | -3.2% | +0.1% | -0.3% |
| 6M | -1.9% | +0.9% | -2.9% | -2.8% |
| YTD | +11.5% | +11.3% | +0.2% | +1.4% |
| 1Y | +16.7% | +14.0% | +2.7% | +3.9% |
| 3Y | +72.2% | +75.8% | -3.6% | +3.8% |
| 5Y | +44.5% | +57.8% | -13.4% | -4.5% |
| 10Y | +124.3% | +219.8% | -95.5% | -21.1% |
| All | +124.3% | +223.7% | -99.4% | -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