+289.3%
FN vs VCLT
-15.0%
+304.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | -22.0% | -0.9% | -21.1% | -21.5% |
| 3M | -43.0% | -3.2% | -39.8% | -41.6% |
| 6M | -27.7% | -3.8% | -23.9% | -25.5% |
| YTD | -10.5% | -2.0% | -8.5% | -8.9% |
| 1Y | +12.5% | -0.8% | +13.3% | +13.6% |
| 3Y | +153.8% | +12.3% | +141.5% | +136.7% |
| All | +289.3% | -15.0% | +304.3% | +292.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling