+888.4%
FN vs VTEB
+17.5%
+870.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.0% |
| 7D | +2.3% | -1.2% | +3.5% | +3.0% |
| 30D | -23.2% | -2.9% | -20.3% | -21.9% |
| 3M | -30.4% | -3.2% | -27.2% | -29.1% |
| 6M | -25.6% | -2.6% | -23.0% | -24.4% |
| YTD | -11.3% | -1.8% | -9.4% | -10.3% |
| 1Y | +8.4% | +0.2% | +8.2% | +8.6% |
| 3Y | +166.2% | +8.2% | +158.0% | +155.1% |
| 5Y | +290.3% | +0.8% | +289.5% | +283.4% |
| All | +888.4% | +17.5% | +870.9% | +959.8% |
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