-25.4%
FN vs VIG
+17.3%
-42.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -5.4% |
| 7D | -4.1% | +1.0% | -5.1% | -5.7% |
| 30D | -28.3% | +4.5% | -32.9% | -36.3% |
| 3M | -33.9% | +2.1% | -35.9% | -37.1% |
| 6M | -43.9% | +10.5% | -54.4% | -58.0% |
| YTD | -23.4% | +15.1% | -38.5% | -50.0% |
| 1Y | -25.4% | +16.9% | -42.3% | -52.5% |
| All | -25.4% | +17.3% | -42.7% | -52.5% |
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 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