+206.7%
FN vs VCLT
-16.2%
+222.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.7% |
| 7D | +8.0% | -0.6% | +8.6% | +8.5% |
| 30D | -19.1% | +2.8% | -21.9% | -20.9% |
| 3M | -29.8% | -0.4% | -29.5% | -29.8% |
| 6M | -43.2% | -3.1% | -40.1% | -41.9% |
| YTD | -18.9% | -2.7% | -16.3% | -17.2% |
| 1Y | -17.9% | -3.7% | -14.2% | -15.4% |
| 3Y | +120.1% | +15.6% | +104.6% | +101.6% |
| 5Y | +206.7% | -15.8% | +222.5% | +191.0% |
| All | +206.7% | -16.2% | +222.9% | +191.0% |
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