+693.0%
FN vs VIG
+262.6%
+430.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +3.5% | -3.2% | -3.8% |
| 30D | -16.5% | +4.9% | -21.5% | -21.3% |
| 3M | -42.1% | +2.5% | -44.6% | -43.8% |
| 6M | -52.9% | +11.0% | -63.9% | -58.5% |
| YTD | -28.0% | +16.0% | -43.9% | -39.4% |
| 1Y | -18.5% | +17.5% | -36.1% | -32.3% |
| 3Y | +93.9% | +67.0% | +26.9% | +10.7% |
| 5Y | +170.5% | +64.8% | +105.7% | +58.0% |
| All | +693.0% | +262.6% | +430.3% | +90.6% |
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