+204.5%
FNX vs VT
+214.8%
-10.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | +1.4% |
| 7D | -2.3% | -4.2% | +1.8% | +2.5% |
| 30D | +1.0% | -5.8% | +6.8% | +8.1% |
| 3M | -4.4% | -5.2% | +0.8% | +1.5% |
| 6M | +0.4% | +0.1% | +0.3% | -0.2% |
| YTD | +11.3% | +8.2% | +3.1% | +0.9% |
| 1Y | +13.6% | +10.1% | +3.5% | +0.9% |
| 3Y | +57.8% | +69.7% | -11.9% | -15.0% |
| 5Y | +37.8% | +53.4% | -15.5% | -16.0% |
| All | +204.5% | +214.8% | -10.3% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling