+2,625.3%
FN vs VCLT
+92.7%
+2,532.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.3% | -14.3% |
| 7D | -16.0% | +0.3% | -16.3% | -16.0% |
| 30D | -40.1% | +3.6% | -43.7% | -40.5% |
| 3M | -43.9% | -1.9% | -42.0% | -43.7% |
| 6M | -55.6% | -3.2% | -52.4% | -55.4% |
| YTD | -35.7% | -3.1% | -32.6% | -35.3% |
| 1Y | -39.8% | -3.1% | -36.8% | -39.5% |
| 3Y | +80.3% | +15.9% | +64.3% | +79.2% |
| 5Y | +143.3% | -17.4% | +160.7% | +131.0% |
| 10Y | +682.3% | +17.6% | +664.7% | +768.5% |
| All | +2,625.3% | +92.7% | +2,532.6% | +5,477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling