+656.7%
VGT vs FND
+56.5%
+600.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -0.2% | -5.8% | +5.6% | +1.4% |
| 30D | -0.4% | -20.2% | +19.8% | +5.4% |
| 3M | +4.4% | -12.0% | +16.4% | +6.9% |
| 6M | +32.1% | -18.5% | +50.6% | +36.9% |
| YTD | +28.8% | -22.3% | +51.0% | +34.3% |
| 1Y | +35.3% | -47.6% | +83.0% | +56.4% |
| 3Y | +124.8% | -49.8% | +174.5% | +150.9% |
| 5Y | +137.9% | -63.0% | +200.9% | +174.9% |
| All | +656.7% | +56.5% | +600.2% | +518.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling