+128.9%
FXNC vs VT
+346.0%
-217.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | +3.0% | -5.0% | +8.0% | +3.9% |
| 3M | -3.8% | -4.9% | +1.1% | -3.0% |
| 6M | +11.9% | -1.5% | +13.4% | +12.1% |
| YTD | +22.7% | +8.5% | +14.2% | +20.9% |
| 1Y | +35.9% | +11.4% | +24.5% | +33.4% |
| 3Y | +75.9% | +70.1% | +5.9% | +62.7% |
| 5Y | +53.6% | +53.7% | -0.1% | +43.2% |
| 10Y | +225.7% | +220.0% | +5.7% | +180.9% |
| All | +128.9% | +346.0% | -217.1% | +82.3% |
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