+296.4%
FN vs VTEB
+2.3%
+294.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.5% | -0.2% | +3.8% | +3.8% |
| 30D | -26.0% | -1.6% | -24.4% | -24.8% |
| 3M | -33.3% | -2.0% | -31.3% | -32.0% |
| 6M | -14.9% | -1.7% | -13.2% | -13.6% |
| YTD | -8.6% | -0.6% | -8.0% | -7.9% |
| 1Y | +12.3% | +1.8% | +10.5% | +11.2% |
| 3Y | +174.4% | +9.6% | +164.8% | +147.3% |
| 5Y | +296.4% | +2.1% | +294.3% | +242.1% |
| All | +296.4% | +2.3% | +294.1% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling