-17.9%
FN vs VFC
+43.0%
-60.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +8.0% | -1.4% | +9.4% | +8.5% |
| 30D | -19.1% | +30.7% | -49.9% | -23.5% |
| 3M | -29.8% | +40.6% | -70.5% | -35.1% |
| 6M | -43.2% | +16.5% | -59.7% | -45.1% |
| YTD | -18.9% | +16.2% | -35.1% | -24.9% |
| 1Y | -17.9% | +42.4% | -60.3% | -24.5% |
| All | -17.9% | +43.0% | -60.9% | -24.5% |
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