+353.6%
VUG vs FND
+57.3%
+296.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -1.7% | -19.6% | +17.9% | +3.5% |
| 3M | +2.8% | -4.3% | +7.2% | +2.9% |
| 6M | +13.6% | -20.4% | +34.1% | +18.2% |
| YTD | +8.1% | -21.9% | +29.9% | +12.2% |
| 1Y | +13.1% | -45.2% | +58.3% | +27.7% |
| 3Y | +87.0% | -49.2% | +136.2% | +105.8% |
| 5Y | +76.0% | -61.8% | +137.8% | +98.8% |
| All | +353.6% | +57.3% | +296.3% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling