-95.0%
FNGR vs VT
+170.2%
-265.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -2.1% |
| 7D | +4.6% | +0.4% | +4.2% | +4.2% |
| 30D | -43.3% | -2.6% | -40.7% | -41.2% |
| 3M | -61.5% | -3.2% | -58.3% | -59.5% |
| 6M | -86.1% | +0.9% | -87.0% | -86.1% |
| YTD | -90.7% | +11.3% | -102.0% | -91.7% |
| 1Y | -91.6% | +14.0% | -105.6% | -92.6% |
| 3Y | -97.5% | +75.8% | -173.3% | -98.6% |
| 5Y | -98.2% | +57.8% | -156.0% | -98.9% |
| All | -95.0% | +170.2% | -265.3% | -97.5% |
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