+62.5%
VUG vs FN
+169.4%
-106.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.4% | +0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.2% |
| 30D | -6.3% | -16.5% | +10.3% | -3.8% |
| 3M | -6.0% | -42.1% | +36.1% | +2.5% |
| 6M | -3.5% | -52.9% | +49.3% | +8.0% |
| YTD | +3.9% | -28.0% | +31.9% | +3.3% |
| 1Y | +5.1% | -18.5% | +23.6% | +0.9% |
| 3Y | +77.9% | +93.9% | -16.0% | +27.0% |
| All | +62.5% | +169.4% | -106.9% | -5.9% |
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 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