+3,689.8%
FN vs VCLT
+94.7%
+3,595.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -22.0% | -0.9% | -21.1% | -21.9% |
| 3M | -43.0% | -3.2% | -39.8% | -42.7% |
| 6M | -27.7% | -3.8% | -23.9% | -27.3% |
| YTD | -10.5% | -2.0% | -8.5% | -10.2% |
| 1Y | +12.5% | -0.8% | +13.3% | +12.8% |
| 3Y | +153.8% | +12.3% | +141.5% | +152.1% |
| 5Y | +288.0% | -15.4% | +303.4% | +268.6% |
| 10Y | +906.4% | +15.7% | +890.7% | +987.0% |
| All | +3,689.8% | +94.7% | +3,595.0% | +7,644.4% |
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