-29.1%
FN vs VFC
+41.4%
-70.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.5% | +11.6% |
| 7D | 0.0% | +11.2% | -11.3% | -1.9% |
| 30D | -34.3% | +41.5% | -75.8% | -39.1% |
| 3M | -39.9% | +38.9% | -78.8% | -44.1% |
| 6M | -51.8% | +6.1% | -58.0% | -52.2% |
| YTD | -28.1% | +14.5% | -42.7% | -33.0% |
| 1Y | -29.1% | +46.0% | -75.0% | -34.8% |
| All | -29.1% | +41.4% | -70.5% | -34.8% |
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