+19.2%
VTI vs FN
+11.2%
+8.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.8% |
| 7D | +0.6% | +3.5% | -2.9% | +0.3% |
| 30D | -1.1% | -26.0% | +24.9% | +1.3% |
| 3M | +3.9% | -33.3% | +37.2% | +7.0% |
| 6M | +14.6% | -14.9% | +29.6% | +13.8% |
| YTD | +13.3% | -8.6% | +21.9% | +10.7% |
| 1Y | +19.2% | +12.3% | +6.9% | +11.9% |
| All | +19.2% | +11.2% | +8.0% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling