+155.3%
FNF vs VT
+222.7%
-67.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.7% | +0.4% | -4.2% | -4.1% |
| 30D | -10.4% | +1.0% | -11.4% | -11.2% |
| 3M | +0.5% | +2.4% | -1.8% | -2.2% |
| 6M | -7.8% | +12.0% | -19.8% | -17.8% |
| YTD | -14.3% | +15.3% | -29.6% | -25.8% |
| 1Y | -18.3% | +22.6% | -40.8% | -33.4% |
| 3Y | +26.7% | +74.7% | -48.0% | -27.8% |
| 5Y | +25.5% | +66.1% | -40.6% | -24.8% |
| All | +155.3% | +222.7% | -67.5% | -18.6% |
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