+189.8%
FNF vs VT
+223.7%
-33.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.4% |
| 7D | +6.8% | +0.4% | +6.4% | +6.4% |
| 30D | +16.1% | -2.6% | +18.7% | +18.7% |
| 3M | -9.2% | -3.2% | -5.9% | -6.6% |
| 6M | -8.9% | +0.9% | -9.8% | -10.5% |
| YTD | -14.7% | +11.3% | -26.0% | -23.9% |
| 1Y | -14.5% | +14.0% | -28.5% | -25.6% |
| 3Y | +20.0% | +75.8% | -55.9% | -32.5% |
| 5Y | +17.4% | +57.8% | -40.4% | -26.5% |
| 10Y | +189.8% | +219.8% | -30.0% | -14.5% |
| All | +189.8% | +223.7% | -33.9% | -14.5% |
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