+464.8%
FNLC vs VT
+356.1%
+108.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.9% | -1.6% | +0.7% | +0.7% |
| 30D | +6.7% | -2.5% | +9.2% | +9.2% |
| 3M | +2.3% | -1.3% | +3.6% | +3.3% |
| 6M | +27.7% | +3.1% | +24.6% | +22.5% |
| YTD | +43.3% | +10.9% | +32.3% | +27.0% |
| 1Y | +52.6% | +12.1% | +40.5% | +33.7% |
| 3Y | +71.1% | +73.9% | -2.8% | -5.8% |
| 5Y | +54.3% | +58.0% | -3.7% | -8.6% |
| 10Y | +146.4% | +225.5% | -79.1% | -32.3% |
| All | +464.8% | +356.1% | +108.7% | +0.8% |
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