+693.0%
FN vs VFC
-48.6%
+741.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.6% | -8.2% |
| 7D | +0.3% | +1.6% | -1.4% | -0.2% |
| 30D | -16.5% | +25.5% | -42.0% | -21.5% |
| 3M | -42.1% | +41.3% | -83.4% | -47.4% |
| 6M | -52.9% | +22.2% | -75.1% | -55.9% |
| YTD | -28.0% | +16.4% | -44.4% | -32.3% |
| 1Y | -18.5% | +38.4% | -56.9% | -27.0% |
| 3Y | +93.9% | +56.2% | +37.6% | +53.4% |
| 5Y | +170.5% | -68.2% | +238.7% | +246.2% |
| All | +693.0% | -48.6% | +741.6% | +786.7% |
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