-95.3%
FNGR vs VT
+170.4%
-265.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.3% | -4.3% |
| 7D | +0.4% | +2.9% | -2.5% | -2.7% |
| 30D | -46.0% | -2.5% | -43.5% | -44.0% |
| 3M | -62.8% | -3.3% | -59.5% | -60.9% |
| 6M | -86.7% | +1.5% | -88.3% | -86.8% |
| YTD | -91.3% | +11.4% | -102.6% | -92.2% |
| 1Y | -92.0% | +11.9% | -104.0% | -92.9% |
| 3Y | -97.6% | +73.9% | -171.5% | -98.7% |
| 5Y | -98.5% | +57.9% | -156.3% | -99.1% |
| All | -95.3% | +170.4% | -265.7% | -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