+1.5%
FNWB vs VT
+247.4%
-245.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.2% | +0.4% | -3.6% | -3.5% |
| 30D | -1.0% | +1.0% | -2.0% | -1.7% |
| 3M | +7.8% | +2.4% | +5.5% | +5.5% |
| 6M | +18.2% | +12.0% | +6.1% | +7.6% |
| YTD | +17.3% | +15.3% | +1.9% | +4.3% |
| 1Y | +52.8% | +22.6% | +30.2% | +29.4% |
| 3Y | -10.9% | +74.7% | -85.6% | -44.3% |
| 5Y | -34.7% | +66.1% | -100.8% | -57.9% |
| 10Y | -7.1% | +225.0% | -232.1% | -64.8% |
| All | +1.5% | +247.4% | -245.9% | -62.1% |
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