+197.4%
FN vs VIG
+64.4%
+132.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +20.8% | +3.1% | +17.7% | +15.2% |
| 30D | -17.3% | +5.0% | -22.3% | -23.5% |
| 3M | -38.1% | +2.7% | -40.8% | -40.7% |
| 6M | -44.2% | +11.0% | -55.2% | -52.7% |
| YTD | -22.3% | +16.0% | -38.2% | -37.9% |
| 1Y | -20.9% | +16.3% | -37.2% | -36.6% |
| 3Y | +111.1% | +66.8% | +44.2% | +5.5% |
| All | +197.4% | +64.4% | +132.9% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling