+794.1%
FN vs VIG
+259.6%
+534.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -5.1% |
| 7D | -4.1% | +1.0% | -5.1% | -4.8% |
| 30D | -28.3% | +4.5% | -32.9% | -32.2% |
| 3M | -33.9% | +2.1% | -35.9% | -35.5% |
| 6M | -43.9% | +10.5% | -54.4% | -50.3% |
| YTD | -23.4% | +15.1% | -38.5% | -35.0% |
| 1Y | -25.4% | +16.9% | -42.3% | -37.5% |
| 3Y | +107.9% | +65.6% | +42.3% | +19.9% |
| 5Y | +195.1% | +64.4% | +130.7% | +73.1% |
| 10Y | +794.1% | +260.6% | +533.5% | +121.7% |
| All | +794.1% | +259.6% | +534.5% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling