+412.7%
FNDX vs VT
+294.3%
+118.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +1.2% | +1.0% | +0.3% | +0.3% |
| 3M | +4.8% | +2.4% | +2.4% | +2.3% |
| 6M | +14.1% | +12.0% | +2.1% | +2.0% |
| YTD | +20.9% | +15.3% | +5.6% | +5.0% |
| 1Y | +28.2% | +22.6% | +5.6% | +4.9% |
| 3Y | +76.2% | +74.7% | +1.5% | +2.3% |
| 5Y | +91.9% | +66.1% | +25.7% | +16.4% |
| 10Y | +284.7% | +225.0% | +59.7% | +23.6% |
| All | +412.7% | +294.3% | +118.4% | +39.4% |
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