+135.2%
VGT vs FN
+291.2%
-156.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.5% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | +1.3% | -22.0% | +23.3% | +7.0% |
| 3M | -1.1% | -43.0% | +41.9% | +12.1% |
| 6M | +32.6% | -27.7% | +60.4% | +38.1% |
| YTD | +29.0% | -10.5% | +39.5% | +25.0% |
| 1Y | +39.7% | +12.5% | +27.2% | +25.6% |
| 3Y | +120.9% | +153.8% | -32.9% | +45.0% |
| All | +135.2% | +291.2% | -156.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling