+396.3%
VUG vs FN
+837.6%
-441.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.9% | -9.1% | +0.3% |
| 7D | +0.5% | +16.3% | -15.8% | -3.3% |
| 30D | -8.2% | -24.7% | +16.6% | -3.5% |
| 3M | -5.4% | -34.9% | +29.5% | +1.3% |
| 6M | -2.5% | -41.1% | +38.6% | +4.8% |
| YTD | +4.2% | -19.6% | +23.8% | +1.7% |
| 1Y | +5.0% | -18.5% | +23.6% | +1.5% |
| 3Y | +81.7% | +119.1% | -37.4% | +28.6% |
| 5Y | +62.5% | +206.9% | -144.4% | +1.1% |
| 10Y | +396.3% | +826.4% | -430.1% | +136.0% |
| All | +396.3% | +837.6% | -441.3% | +136.0% |
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