-95.1%
FNGR vs VT
+163.4%
-258.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.3% |
| 7D | 0.0% | -2.3% | +2.3% | +2.8% |
| 30D | -44.3% | -5.0% | -39.4% | -40.6% |
| 3M | -67.7% | -4.9% | -62.8% | -65.5% |
| 6M | -87.5% | -1.5% | -85.9% | -87.2% |
| YTD | -90.8% | +8.5% | -99.3% | -91.5% |
| 1Y | -91.8% | +11.4% | -103.2% | -92.7% |
| 3Y | -97.8% | +70.1% | -167.8% | -98.7% |
| 5Y | -98.3% | +53.7% | -152.0% | -98.9% |
| All | -95.1% | +163.4% | -258.5% | -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