+804.7%
FN vs VTEB
+23.6%
+781.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +8.0% | +0.5% | +7.5% | +7.8% |
| 30D | -19.1% | +4.1% | -23.3% | -20.8% |
| 3M | -29.8% | -0.4% | -29.4% | -29.6% |
| 6M | -43.2% | -0.4% | -42.8% | -43.0% |
| YTD | -18.9% | +0.6% | -19.6% | -19.0% |
| 1Y | -17.9% | +0.8% | -18.6% | -18.0% |
| 3Y | +120.1% | +11.7% | +108.4% | +107.6% |
| 5Y | +206.7% | +3.8% | +202.9% | +197.0% |
| 10Y | +804.7% | +23.7% | +780.9% | +911.1% |
| All | +804.7% | +23.6% | +781.0% | +911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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