+826.4%
FN vs VFC
-44.8%
+871.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +11.2% |
| 7D | +16.3% | +7.7% | +8.6% | +14.3% |
| 30D | -24.7% | +39.2% | -63.9% | -31.3% |
| 3M | -34.9% | +40.3% | -75.2% | -40.8% |
| 6M | -41.1% | +11.4% | -52.5% | -43.6% |
| YTD | -19.6% | +17.5% | -37.2% | -24.6% |
| 1Y | -18.5% | +45.9% | -64.4% | -28.0% |
| 3Y | +119.1% | +47.3% | +71.8% | +76.3% |
| 5Y | +206.9% | -67.2% | +274.1% | +289.5% |
| 10Y | +826.4% | -46.1% | +872.5% | +943.0% |
| All | +826.4% | -44.8% | +871.2% | +943.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling