+104.6%
VGT vs FN
+169.4%
-64.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | +0.2% |
| 7D | +2.5% | +0.3% | +2.2% | +2.2% |
| 30D | -9.5% | -16.5% | +7.0% | -6.2% |
| 3M | -9.5% | -42.1% | +32.6% | +1.8% |
| 6M | -1.8% | -52.9% | +51.1% | +14.7% |
| YTD | +18.4% | -28.0% | +46.4% | +19.3% |
| 1Y | +18.7% | -18.5% | +37.3% | +14.9% |
| 3Y | +103.8% | +93.9% | +9.9% | +40.5% |
| All | +104.6% | +169.4% | -64.8% | +13.5% |
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