+812.1%
VTI vs FN
+3,620.5%
-2,808.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | 0.0% | -22.0% | +22.0% | +3.4% |
| 3M | +2.0% | -43.0% | +45.0% | +9.8% |
| 6M | +13.0% | -27.7% | +40.7% | +15.4% |
| YTD | +13.9% | -10.5% | +24.5% | +11.5% |
| 1Y | +20.0% | +12.5% | +7.5% | +12.3% |
| 3Y | +75.8% | +153.8% | -78.0% | +36.9% |
| 5Y | +73.8% | +288.0% | -214.2% | +23.0% |
| 10Y | +297.5% | +906.4% | -608.9% | +136.6% |
| All | +812.1% | +3,620.5% | -2,808.4% | +356.7% |
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