+177.2%
FNF vs VT
+215.5%
-38.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | +8.2% | -2.3% | +10.5% | +10.5% |
| 30D | +12.4% | -5.0% | +17.3% | +17.4% |
| 3M | -15.6% | -4.9% | -10.7% | -11.8% |
| 6M | -12.5% | -1.5% | -11.0% | -12.1% |
| YTD | -16.9% | +8.5% | -25.4% | -24.1% |
| 1Y | -13.0% | +11.4% | -24.4% | -22.6% |
| 3Y | +21.9% | +70.1% | -48.2% | -29.3% |
| 5Y | +16.4% | +53.7% | -37.4% | -25.4% |
| All | +177.2% | +215.5% | -38.3% | -16.0% |
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