-95.5%
FNGR vs VT
+168.9%
-264.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.2% |
| 7D | -9.6% | -0.1% | -9.4% | -9.3% |
| 30D | -48.3% | -3.1% | -45.2% | -46.0% |
| 3M | -64.1% | -3.5% | -60.6% | -62.2% |
| 6M | -87.3% | +0.5% | -87.8% | -87.3% |
| YTD | -91.5% | +10.8% | -102.3% | -92.4% |
| 1Y | -92.4% | +11.9% | -104.2% | -93.2% |
| 3Y | -97.7% | +73.0% | -170.7% | -98.7% |
| 5Y | -98.5% | +58.6% | -157.1% | -99.1% |
| All | -95.5% | +168.9% | -264.4% | -97.7% |
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