+408.9%
VUG vs FN
+900.0%
-491.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | -0.3% | -22.0% | +21.7% | +4.2% |
| 3M | -0.7% | -43.0% | +42.3% | +9.8% |
| 6M | +14.6% | -27.7% | +42.4% | +17.9% |
| YTD | +9.0% | -10.5% | +19.5% | +5.5% |
| 1Y | +14.9% | +12.5% | +2.4% | +4.2% |
| 3Y | +86.0% | +153.8% | -67.8% | +29.2% |
| 5Y | +76.7% | +288.0% | -211.3% | +5.7% |
| All | +408.9% | +900.0% | -491.1% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling