+56.2%
VUG vs FN
+148.3%
-92.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -14.2% | +8.8% | -2.7% |
| 7D | -7.1% | -16.0% | +8.8% | -4.3% |
| 30D | -12.1% | -40.1% | +28.0% | -3.6% |
| 3M | -8.1% | -43.9% | +35.8% | +0.9% |
| 6M | -3.2% | -55.6% | +52.4% | +9.7% |
| YTD | +0.5% | -35.7% | +36.1% | +2.4% |
| 1Y | -0.7% | -39.8% | +39.1% | +2.2% |
| 3Y | +77.1% | +80.3% | -3.1% | +28.1% |
| 5Y | +56.2% | +143.3% | -87.1% | -7.1% |
| All | +56.2% | +148.3% | -92.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling