+1.7%
FNKO vs VT
+160.7%
-159.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -2.5% |
| 7D | +9.6% | -0.7% | +10.3% | +11.0% |
| 30D | +11.3% | -1.7% | +13.0% | +14.7% |
| 3M | +21.2% | -2.3% | +23.6% | +26.0% |
| 6M | +32.2% | +1.5% | +30.6% | +29.0% |
| YTD | +111.5% | +12.0% | +99.4% | +78.6% |
| 1Y | +103.1% | +12.9% | +90.2% | +70.4% |
| 3Y | +4.4% | +74.9% | -70.6% | -51.3% |
| 5Y | -59.7% | +59.9% | -119.6% | -78.7% |
| All | +1.7% | +160.7% | -159.0% | -71.5% |
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