+161.1%
VEA vs FN
+850.1%
-689.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | 0.0% |
| 7D | -1.3% | +8.0% | -9.3% | -2.6% |
| 30D | 0.0% | -19.1% | +19.1% | +2.3% |
| 3M | -3.6% | -29.8% | +26.3% | 0.0% |
| 6M | -0.5% | -43.2% | +42.7% | +5.3% |
| YTD | +13.0% | -18.9% | +31.9% | +11.4% |
| 1Y | +16.3% | -17.9% | +34.1% | +13.9% |
| 3Y | +74.4% | +120.1% | -45.7% | +36.4% |
| 5Y | +55.8% | +206.7% | -150.9% | +10.4% |
| 10Y | +161.1% | +804.7% | -643.6% | +50.2% |
| All | +161.1% | +850.1% | -689.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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