-100.0%
FNGD vs VT
+135.9%
-235.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +1.9% |
| 7D | -10.1% | +2.4% | -12.4% | -0.6% |
| 30D | +26.8% | -1.5% | +28.3% | +24.1% |
| 3M | +19.7% | -4.1% | +23.9% | +7.0% |
| 6M | -13.8% | +0.6% | -14.3% | -0.1% |
| YTD | -40.9% | +11.0% | -51.9% | +7.8% |
| 1Y | -35.3% | +13.3% | -48.7% | +29.5% |
| 3Y | -95.9% | +73.4% | -169.3% | -25.4% |
| 5Y | -99.1% | +57.4% | -156.5% | -70.1% |
| All | -100.0% | +135.9% | -235.8% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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