+42.5%
VG vs FN
-24.2%
+66.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +1.6% |
| 7D | -7.7% | -4.1% | -3.6% | -7.8% |
| 30D | -8.8% | -28.3% | +19.5% | -10.3% |
| 3M | -15.6% | -33.9% | +18.2% | -17.1% |
| 6M | +5.2% | -43.9% | +49.1% | +3.0% |
| YTD | +76.9% | -23.4% | +100.4% | +66.3% |
| 1Y | +42.5% | -25.4% | +67.9% | +31.0% |
| All | +42.5% | -24.2% | +66.7% | +31.0% |
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