+755.5%
FN vs VFC
-50.3%
+805.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.2% | -3.3% |
| 7D | +20.8% | -1.4% | +22.2% | +21.3% |
| 30D | -17.3% | +24.6% | -41.9% | -22.1% |
| 3M | -38.1% | +38.4% | -76.6% | -43.4% |
| 6M | -44.2% | +15.3% | -59.5% | -47.0% |
| YTD | -22.3% | +12.7% | -35.0% | -26.2% |
| 1Y | -20.9% | +32.7% | -53.6% | -28.3% |
| 3Y | +111.1% | +43.7% | +67.4% | +71.0% |
| 5Y | +191.8% | -69.2% | +261.0% | +276.9% |
| All | +755.5% | -50.3% | +805.7% | +865.4% |
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