+295.5%
FNK vs VT
+333.2%
-37.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.0% | -1.6% | +3.6% | +3.7% |
| 30D | +7.1% | -2.5% | +9.6% | +9.8% |
| 3M | +0.8% | -1.3% | +2.1% | +2.0% |
| 6M | +8.3% | +3.1% | +5.2% | +4.2% |
| YTD | +16.7% | +10.9% | +5.8% | +3.6% |
| 1Y | +22.5% | +12.1% | +10.4% | +7.5% |
| 3Y | +50.1% | +73.9% | -23.8% | -16.3% |
| 5Y | +47.0% | +58.0% | -11.0% | -9.1% |
| 10Y | +165.2% | +225.5% | -60.3% | -16.2% |
| All | +295.5% | +333.2% | -37.7% | -1.5% |
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 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