+289.3%
FN vs VFC
-79.1%
+368.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +2.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -22.0% | -11.6% | -10.4% | -19.8% |
| 3M | -43.0% | -18.1% | -24.9% | -40.8% |
| 6M | -27.7% | -27.4% | -0.4% | -22.8% |
| YTD | -10.5% | -24.8% | +14.3% | -5.8% |
| 1Y | +12.5% | -8.2% | +20.7% | +12.0% |
| 3Y | +153.8% | -29.1% | +182.9% | +151.4% |
| All | +289.3% | -79.1% | +368.4% | +482.0% |
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