-96.7%
FNGR vs VT
+169.6%
-266.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.0% | -0.3% | -28.7% | -28.6% |
| 7D | -32.7% | +2.4% | -35.1% | -34.3% |
| 30D | -58.2% | -1.5% | -56.7% | -57.1% |
| 3M | -72.5% | -4.1% | -68.3% | -70.7% |
| 6M | -92.9% | +0.6% | -93.5% | -92.9% |
| YTD | -93.8% | +11.0% | -104.9% | -94.4% |
| 1Y | -94.0% | +13.3% | -107.3% | -94.7% |
| 3Y | -98.4% | +73.4% | -171.8% | -99.1% |
| 5Y | -98.9% | +57.4% | -156.3% | -99.3% |
| All | -96.7% | +169.6% | -266.3% | -98.3% |
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