+351.2%
VUG vs FND
+54.9%
+296.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -1.9% | -5.1% | +3.2% | -0.7% |
| 30D | -1.6% | -22.5% | +21.0% | +4.5% |
| 3M | +4.4% | -5.0% | +9.4% | +4.7% |
| 6M | +13.2% | -21.5% | +34.7% | +18.1% |
| YTD | +7.5% | -23.0% | +30.5% | +12.0% |
| 1Y | +12.5% | -44.9% | +57.4% | +26.9% |
| 3Y | +86.0% | -50.0% | +135.9% | +105.5% |
| 5Y | +76.5% | -63.3% | +139.8% | +101.3% |
| All | +351.2% | +54.9% | +296.3% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling