+229.0%
FXNC vs VT
+223.7%
+5.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +4.3% | -2.6% | +6.9% | +5.2% |
| 3M | -2.8% | -3.2% | +0.5% | -1.8% |
| 6M | +11.2% | +0.9% | +10.2% | +10.7% |
| YTD | +23.9% | +11.3% | +12.6% | +19.4% |
| 1Y | +37.8% | +14.0% | +23.8% | +31.8% |
| 3Y | +75.9% | +75.8% | 0.0% | +49.4% |
| 5Y | +55.3% | +57.8% | -2.5% | +34.6% |
| 10Y | +229.0% | +219.8% | +9.2% | +130.8% |
| All | +229.0% | +223.7% | +5.3% | +130.8% |
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 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