+30.0%
FVN vs VT
+37.0%
-7.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.7% |
| 7D | +13.2% | +2.9% | +10.3% | +13.4% |
| 30D | +53.4% | -2.5% | +55.9% | +53.0% |
| 3M | +17.2% | -3.3% | +20.5% | +17.0% |
| 6M | +19.6% | +1.5% | +18.0% | +19.4% |
| YTD | +22.6% | +11.4% | +11.3% | +22.4% |
| 1Y | +22.7% | +11.9% | +10.8% | +22.5% |
| All | +30.0% | +37.0% | -7.0% | +29.5% |
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