+2,625.3%
FN vs VFC
+77.0%
+2,548.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.9% | -11.3% | -13.4% |
| 7D | -16.0% | +10.9% | -26.8% | -18.6% |
| 30D | -40.1% | +40.6% | -80.7% | -46.3% |
| 3M | -43.9% | +34.4% | -78.3% | -49.1% |
| 6M | -55.6% | +12.3% | -67.9% | -58.0% |
| YTD | -35.7% | +14.4% | -50.0% | -39.8% |
| 1Y | -39.8% | +40.6% | -80.4% | -47.5% |
| 3Y | +80.3% | +40.1% | +40.1% | +40.2% |
| 5Y | +143.3% | -67.6% | +210.9% | +217.7% |
| 10Y | +682.3% | -45.9% | +728.2% | +620.1% |
| All | +2,625.3% | +77.0% | +2,548.3% | +1,329.0% |
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 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