+487.1%
FNGS vs VT
+123.9%
+363.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | -4.0% | -2.3% | -1.7% | -1.0% |
| 30D | -14.4% | -5.0% | -9.4% | -8.5% |
| 3M | -8.6% | -4.9% | -3.7% | -2.5% |
| 6M | -0.1% | -1.5% | +1.4% | +2.3% |
| YTD | +6.7% | +8.5% | -1.8% | -3.3% |
| 1Y | +2.5% | +11.4% | -8.9% | -10.1% |
| 3Y | +118.0% | +70.1% | +48.0% | +15.7% |
| 5Y | +109.4% | +53.7% | +55.7% | +26.9% |
| All | +487.1% | +123.9% | +363.3% | +174.3% |
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 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