+1,824.4%
VGT vs FN
+2,887.5%
-1,063.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.3% | -1.2% |
| 7D | -7.2% | 0.0% | -7.2% | -7.7% |
| 30D | -16.1% | -34.3% | +18.2% | -8.8% |
| 3M | -9.2% | -39.9% | +30.7% | -0.4% |
| 6M | -0.7% | -51.8% | +51.1% | +12.6% |
| YTD | +15.6% | -28.1% | +43.7% | +17.7% |
| 1Y | +14.4% | -29.1% | +43.4% | +16.3% |
| 3Y | +105.2% | +102.4% | +2.8% | +58.2% |
| 5Y | +100.0% | +171.7% | -71.6% | +41.3% |
| 10Y | +712.1% | +773.5% | -61.4% | +350.9% |
| All | +1,824.4% | +2,887.5% | -1,063.1% | +799.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling