-25.7%
FN vs VIG
+19.5%
-45.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -11.0% |
| 7D | -7.0% | +2.7% | -9.7% | -13.7% |
| 30D | -24.7% | +7.0% | -31.7% | -37.9% |
| 3M | -35.7% | +4.0% | -39.7% | -42.5% |
| 6M | -52.4% | +12.3% | -64.7% | -66.4% |
| YTD | -25.0% | +16.4% | -41.3% | -53.4% |
| 1Y | -25.7% | +19.2% | -44.9% | -57.2% |
| All | -25.7% | +19.5% | -45.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling