-21.7%
FN vs VFC
+42.4%
-64.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +11.3% |
| 7D | +16.3% | +7.7% | +8.6% | +14.8% |
| 30D | -24.7% | +39.2% | -63.9% | -29.9% |
| 3M | -34.9% | +40.3% | -75.2% | -39.7% |
| 6M | -41.1% | +11.4% | -52.5% | -42.3% |
| YTD | -19.6% | +17.5% | -37.2% | -25.7% |
| All | -21.7% | +42.4% | -64.0% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling