+743.6%
FN vs VIG
+257.3%
+486.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.0% | +12.1% |
| 7D | 0.0% | -1.8% | +1.7% | +2.5% |
| 30D | -34.3% | +2.7% | -37.0% | -36.5% |
| 3M | -39.9% | 0.0% | -39.8% | -39.9% |
| 6M | -51.8% | +6.8% | -58.6% | -55.5% |
| YTD | -28.1% | +12.1% | -40.2% | -37.0% |
| 1Y | -29.1% | +14.8% | -43.9% | -39.3% |
| 3Y | +102.4% | +62.4% | +40.0% | +19.6% |
| 5Y | +171.7% | +59.6% | +112.1% | +65.1% |
| All | +743.6% | +257.3% | +486.3% | +108.5% |
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