+656.6%
VGT vs FND
+58.4%
+598.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.0% |
| 7D | +1.8% | +0.4% | +1.5% | +1.7% |
| 30D | -0.3% | -23.6% | +23.2% | +6.6% |
| 3M | +3.4% | +4.3% | -1.0% | +0.9% |
| 6M | +35.0% | -20.3% | +55.3% | +40.7% |
| YTD | +28.8% | -21.3% | +50.1% | +33.8% |
| 1Y | +38.0% | -45.4% | +83.4% | +57.4% |
| 3Y | +125.8% | -48.9% | +174.7% | +150.8% |
| 5Y | +134.7% | -61.0% | +195.8% | +167.7% |
| All | +656.6% | +58.4% | +598.2% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling