+107.9%
FN vs VCLT
+14.6%
+93.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -3.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.3% |
| 30D | -28.3% | +2.3% | -30.6% | -30.1% |
| 3M | -33.9% | -1.1% | -32.8% | -33.4% |
| 6M | -43.9% | -4.2% | -39.7% | -41.5% |
| YTD | -23.4% | -3.4% | -20.1% | -20.6% |
| 1Y | -25.4% | -3.8% | -21.6% | -22.2% |
| 3Y | +107.9% | +14.7% | +93.2% | +94.6% |
| All | +107.9% | +14.6% | +93.3% | +94.6% |
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