+51.8%
VG vs FN
-25.7%
+77.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -6.0% | -1.7% | -7.8% |
| 7D | -16.4% | -7.0% | -9.4% | -16.6% |
| 30D | -10.8% | -24.7% | +13.9% | -11.9% |
| 3M | -6.3% | -35.7% | +29.4% | -8.0% |
| 6M | -12.5% | -52.4% | +39.9% | -15.0% |
| YTD | +76.9% | -25.0% | +101.9% | +67.2% |
| 1Y | +51.8% | -25.7% | +77.5% | +40.1% |
| All | +51.8% | -25.7% | +77.5% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling