+57.3%
FNOV vs VT
+58.5%
-1.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +2.8% | +2.9% | -0.1% | +0.9% |
| 30D | -0.3% | -2.5% | +2.2% | +1.3% |
| 3M | +1.5% | -3.3% | +4.8% | +3.7% |
| 6M | +5.2% | +1.5% | +3.6% | +3.8% |
| YTD | +10.5% | +11.4% | -0.8% | +2.2% |
| 1Y | +12.4% | +11.9% | +0.5% | +3.5% |
| 3Y | +51.7% | +73.9% | -22.2% | +0.9% |
| 5Y | +57.3% | +57.9% | -0.6% | +10.4% |
| All | +57.3% | +58.5% | -1.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling