-39.3%
VG vs FND
-50.9%
+11.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.2% |
| 7D | +1.7% | -5.2% | +6.9% | +1.0% |
| 30D | +16.0% | -19.9% | +35.9% | +12.9% |
| 3M | +9.7% | +2.7% | +7.0% | +9.4% |
| 6M | +29.6% | -21.7% | +51.2% | +34.2% |
| YTD | +112.0% | -17.5% | +129.5% | +116.7% |
| 1Y | +12.8% | -39.3% | +52.1% | +22.6% |
| All | -39.3% | -50.9% | +11.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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