+81.3%
FN vs VFC
+39.3%
+42.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.3% | -13.6% |
| 7D | -16.0% | +10.9% | -26.8% | -17.9% |
| 30D | -40.1% | +40.6% | -80.7% | -45.0% |
| 3M | -43.9% | +34.4% | -78.3% | -48.0% |
| 6M | -55.6% | +12.3% | -67.9% | -57.4% |
| YTD | -35.7% | +14.4% | -50.0% | -38.9% |
| 1Y | -39.8% | +40.6% | -80.4% | -45.7% |
| All | +81.3% | +39.3% | +42.0% | +58.5% |
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 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