+131.2%
FXNC vs VT
+357.6%
-226.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +4.3% | -2.6% | +6.9% | +4.8% |
| 3M | -2.8% | -3.2% | +0.5% | -2.3% |
| 6M | +11.2% | +0.9% | +10.2% | +10.9% |
| YTD | +23.9% | +11.3% | +12.6% | +21.6% |
| 1Y | +37.8% | +14.0% | +23.8% | +34.7% |
| 3Y | +75.9% | +75.8% | 0.0% | +61.8% |
| 5Y | +55.3% | +57.8% | -2.5% | +44.2% |
| 10Y | +229.0% | +219.8% | +9.2% | +183.0% |
| All | +131.2% | +357.6% | -226.4% | +83.4% |
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