+336.2%
VUG vs FND
+57.9%
+278.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +2.5% | -6.8% | +9.3% | +4.2% |
| 30D | -6.3% | +8.0% | -14.3% | -8.4% |
| 3M | -6.0% | -18.9% | +12.9% | -1.8% |
| 6M | -3.5% | +4.7% | -8.2% | -6.3% |
| YTD | +3.9% | -21.6% | +25.5% | +7.3% |
| 1Y | +5.1% | -22.0% | +27.1% | +8.4% |
| 3Y | +77.9% | -40.4% | +118.3% | +87.0% |
| 5Y | +62.4% | -63.8% | +126.2% | +85.1% |
| All | +336.2% | +57.9% | +278.4% | +257.0% |
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