+480.7%
FNGS vs VT
+123.4%
+357.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -2.0% | -0.9% |
| 7D | -7.9% | -4.2% | -3.7% | -2.7% |
| 30D | -14.8% | -5.8% | -9.0% | -7.9% |
| 3M | -9.7% | -5.2% | -4.5% | -3.2% |
| 6M | +0.3% | +0.1% | +0.1% | +0.6% |
| YTD | +5.5% | +8.2% | -2.8% | -4.1% |
| 1Y | 0.0% | +10.1% | -10.1% | -11.0% |
| 3Y | +116.7% | +69.7% | +47.0% | +15.3% |
| 5Y | +107.1% | +53.4% | +53.7% | +25.9% |
| All | +480.7% | +123.4% | +357.3% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling