+102.4%
FN vs VCLT
+16.8%
+85.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.7% | +11.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.4% |
| 30D | -34.3% | +3.7% | -38.0% | -36.9% |
| 3M | -39.9% | -1.0% | -38.9% | -39.4% |
| 6M | -51.8% | -3.4% | -48.5% | -50.2% |
| YTD | -28.1% | -2.6% | -25.5% | -26.1% |
| 1Y | -29.1% | -3.3% | -25.8% | -26.4% |
| 3Y | +102.4% | +17.3% | +85.1% | +70.3% |
| All | +102.4% | +16.8% | +85.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling