+102.4%
FN vs VFC
+39.5%
+62.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.5% | +11.6% |
| 7D | 0.0% | +11.2% | -11.3% | -2.4% |
| 30D | -34.3% | +41.5% | -75.8% | -39.7% |
| 3M | -39.9% | +38.9% | -78.8% | -44.6% |
| 6M | -51.8% | +6.1% | -58.0% | -53.1% |
| YTD | -28.1% | +14.5% | -42.7% | -31.8% |
| 1Y | -29.1% | +46.0% | -75.0% | -36.6% |
| 3Y | +102.4% | +36.4% | +66.1% | +76.9% |
| All | +102.4% | +39.5% | +62.9% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling