+297.8%
FNK vs VT
+350.4%
-52.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +1.1% | +1.0% | +0.1% | +0.1% |
| 3M | +8.6% | +2.4% | +6.2% | +5.5% |
| 6M | +10.3% | +12.0% | -1.7% | -2.7% |
| YTD | +17.4% | +15.3% | +2.1% | +0.4% |
| 1Y | +16.7% | +22.6% | -5.9% | -6.5% |
| 3Y | +43.1% | +74.7% | -31.5% | -20.3% |
| 5Y | +53.8% | +66.1% | -12.4% | -9.6% |
| 10Y | +155.2% | +225.0% | -69.8% | -19.6% |
| All | +297.8% | +350.4% | -52.6% | -4.6% |
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 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