+77.7%
VUG vs FN
+101.0%
-23.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | -1.0% |
| 7D | -3.4% | 0.0% | -3.3% | -3.8% |
| 30D | -11.1% | -34.3% | +23.2% | -5.5% |
| 3M | -7.2% | -39.9% | +32.6% | -0.8% |
| 6M | -4.1% | -51.8% | +47.7% | +5.1% |
| YTD | +1.4% | -28.1% | +29.5% | +1.1% |
| 1Y | +1.9% | -29.1% | +31.0% | +1.3% |
| 3Y | +77.7% | +102.4% | -24.7% | +35.3% |
| All | +77.7% | +101.0% | -23.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling