+2,943.1%
FN vs VCLT
+93.6%
+2,849.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.7% | +11.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -34.3% | +3.7% | -38.0% | -34.7% |
| 3M | -39.9% | -1.0% | -38.9% | -39.8% |
| 6M | -51.8% | -3.4% | -48.5% | -51.6% |
| YTD | -28.1% | -2.6% | -25.5% | -27.8% |
| 1Y | -29.1% | -3.3% | -25.8% | -28.7% |
| 3Y | +102.4% | +17.3% | +85.1% | +101.0% |
| 5Y | +171.7% | -17.0% | +188.7% | +157.7% |
| 10Y | +773.5% | +18.1% | +755.4% | +869.1% |
| All | +2,943.1% | +93.6% | +2,849.5% | +6,122.6% |
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