+13.3%
FN vs VTEB
+1.3%
+12.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.9% |
| 7D | +5.8% | -0.7% | +6.5% | +7.9% |
| 30D | -20.6% | -2.1% | -18.6% | -15.9% |
| 3M | -28.6% | -2.7% | -26.0% | -23.4% |
| 6M | -20.7% | -2.1% | -18.6% | -15.3% |
| YTD | -8.1% | -1.1% | -7.0% | -5.0% |
| 1Y | +13.3% | +1.3% | +12.0% | +12.9% |
| All | +13.3% | +1.3% | +12.0% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling