+263.4%
VEA vs FN
+2,887.5%
-2,624.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -2.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.6% |
| 30D | -3.4% | -34.3% | +31.0% | +1.7% |
| 3M | -5.6% | -39.9% | +34.2% | -0.1% |
| 6M | -3.4% | -51.8% | +48.4% | +4.3% |
| YTD | +9.7% | -28.1% | +37.9% | +10.3% |
| 1Y | +15.4% | -29.1% | +44.4% | +15.7% |
| 3Y | +68.5% | +102.4% | -33.9% | +37.5% |
| 5Y | +49.6% | +171.7% | -122.0% | +13.7% |
| 10Y | +154.3% | +773.5% | -619.2% | +57.0% |
| All | +263.4% | +2,887.5% | -2,624.1% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling