+119.1%
FN vs VTEB
+11.8%
+107.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.8% |
| 7D | +16.3% | +1.1% | +15.1% | +16.0% |
| 30D | -24.7% | +4.5% | -29.2% | -25.9% |
| 3M | -34.9% | -0.2% | -34.8% | -33.8% |
| 6M | -41.1% | -0.2% | -40.9% | -40.1% |
| YTD | -19.6% | +0.8% | -20.5% | -18.6% |
| 1Y | -18.5% | +1.3% | -19.8% | -17.5% |
| 3Y | +119.1% | +12.2% | +106.9% | +93.5% |
| All | +119.1% | +11.8% | +107.3% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling