+3,689.8%
FN vs VFC
+16.4%
+3,673.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +2.4% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | -22.0% | -11.6% | -10.4% | -19.1% |
| 3M | -43.0% | -18.1% | -24.9% | -40.1% |
| 6M | -27.7% | -27.4% | -0.4% | -21.2% |
| YTD | -10.5% | -24.8% | +14.3% | -4.3% |
| 1Y | +12.5% | -8.2% | +20.7% | +11.5% |
| 3Y | +153.8% | -29.1% | +182.9% | +143.2% |
| 5Y | +288.0% | -79.2% | +367.2% | +482.9% |
| 10Y | +906.4% | -68.1% | +974.5% | +1,021.2% |
| All | +3,689.8% | +16.4% | +3,673.4% | +2,171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling