+826.4%
FN vs VIG
+267.0%
+559.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.4% | +8.7% |
| 7D | +16.3% | +0.4% | +15.9% | +16.2% |
| 30D | -24.7% | +4.3% | -29.0% | -28.5% |
| 3M | -34.9% | +2.0% | -37.0% | -36.5% |
| 6M | -41.1% | +10.2% | -51.3% | -47.7% |
| YTD | -19.6% | +14.8% | -34.4% | -31.5% |
| 1Y | -18.5% | +17.5% | -36.0% | -32.1% |
| 3Y | +119.1% | +67.4% | +51.7% | +24.9% |
| 5Y | +206.9% | +63.4% | +143.6% | +81.4% |
| 10Y | +826.4% | +259.9% | +566.5% | +126.6% |
| All | +826.4% | +267.0% | +559.4% | +126.6% |
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