+792.6%
VGT vs FN
+882.3%
-89.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +1.8% | +3.5% | -1.7% | +0.8% |
| 30D | -0.3% | -26.0% | +25.6% | +7.1% |
| 3M | +3.4% | -33.3% | +36.6% | +13.1% |
| 6M | +35.0% | -14.9% | +49.9% | +34.8% |
| YTD | +28.8% | -8.6% | +37.3% | +24.1% |
| 1Y | +38.0% | +12.3% | +25.7% | +24.1% |
| 3Y | +125.8% | +174.4% | -48.6% | +45.0% |
| 5Y | +134.7% | +296.4% | -161.7% | +28.9% |
| 10Y | +792.6% | +890.0% | -97.4% | +267.6% |
| All | +792.6% | +882.3% | -89.7% | +267.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling