+196.0%
FNWD vs VT
+356.1%
-160.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +3.0% | -2.5% | +5.5% | +3.1% |
| 3M | -2.9% | -1.3% | -1.6% | -2.8% |
| 6M | +36.8% | +3.1% | +33.7% | +36.6% |
| YTD | +25.2% | +10.9% | +14.3% | +24.5% |
| 1Y | +28.4% | +12.1% | +16.4% | +27.7% |
| 3Y | +138.5% | +73.9% | +64.6% | +132.8% |
| 5Y | +5.2% | +58.0% | -52.7% | +2.8% |
| 10Y | +68.1% | +225.5% | -157.3% | +62.5% |
| All | +196.0% | +356.1% | -160.1% | +214.8% |
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