+49.9%
VG vs FN
-36.4%
+86.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.2% | +10.2% | -4.1% |
| 7D | -22.0% | -16.0% | -6.0% | -22.2% |
| 30D | -14.7% | -40.1% | +25.4% | -16.1% |
| 3M | -7.1% | -43.9% | +36.8% | -8.7% |
| 6M | -11.2% | -55.6% | +44.5% | -13.2% |
| YTD | +69.8% | -35.7% | +105.5% | +59.5% |
| 1Y | +49.9% | -39.8% | +89.7% | +41.4% |
| All | +49.9% | -36.4% | +86.3% | +41.4% |
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 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