+2,068.2%
FN vs VTEB
+26.7%
+2,041.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.3% |
| 30D | -22.0% | -1.3% | -20.6% | -21.4% |
| 3M | -43.0% | -2.1% | -40.9% | -42.4% |
| 6M | -27.7% | -1.7% | -26.1% | -27.1% |
| YTD | -10.5% | -0.6% | -9.9% | -10.2% |
| 1Y | +12.5% | +3.1% | +9.4% | +11.2% |
| 3Y | +153.8% | +9.2% | +144.6% | +143.0% |
| 5Y | +288.0% | +2.2% | +285.8% | +278.6% |
| 10Y | +906.4% | +18.8% | +887.6% | +959.0% |
| All | +2,068.2% | +26.7% | +2,041.5% | +2,571.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling