+175.6%
FN vs VCLT
-16.7%
+192.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.0% |
| 7D | +0.3% | -2.3% | +2.5% | +2.1% |
| 30D | -16.5% | +0.8% | -17.3% | -17.1% |
| 3M | -42.1% | -2.7% | -39.4% | -41.1% |
| 6M | -52.9% | -4.3% | -48.6% | -51.4% |
| YTD | -28.0% | -4.3% | -23.6% | -25.5% |
| 1Y | -18.5% | -4.4% | -14.1% | -15.5% |
| 3Y | +93.9% | +13.8% | +80.1% | +79.8% |
| All | +175.6% | -16.7% | +192.3% | +164.3% |
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 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