+175.6%
FN vs VFC
-68.3%
+244.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.6% | -8.0% |
| 7D | +0.3% | +1.6% | -1.4% | -0.1% |
| 30D | -16.5% | +25.5% | -42.0% | -20.9% |
| 3M | -42.1% | +41.3% | -83.4% | -46.8% |
| 6M | -52.9% | +22.2% | -75.1% | -55.5% |
| YTD | -28.0% | +16.4% | -44.4% | -31.7% |
| 1Y | -18.5% | +38.4% | -56.9% | -25.9% |
| 3Y | +93.9% | +56.2% | +37.6% | +61.0% |
| All | +175.6% | -68.3% | +244.0% | +290.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling