-8.4%
FNWB vs VT
+226.7%
-235.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -2.9% | -2.3% | -0.6% | -1.3% |
| 30D | +3.8% | -5.0% | +8.7% | +7.7% |
| 3M | -9.9% | -4.9% | -5.1% | -6.6% |
| 6M | -0.7% | -1.5% | +0.8% | -0.2% |
| YTD | +5.9% | +8.5% | -2.6% | -1.5% |
| 1Y | +12.6% | +11.4% | +1.2% | +2.5% |
| 3Y | -21.1% | +70.1% | -91.2% | -49.8% |
| 5Y | -41.5% | +53.7% | -95.2% | -59.9% |
| 10Y | -18.1% | +220.0% | -238.1% | -68.0% |
| All | -8.4% | +226.7% | -235.1% | -64.2% |
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