+289.3%
FN vs VIG
+63.1%
+226.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.9% |
| 7D | -1.7% | -0.4% | -1.2% | -1.0% |
| 30D | -22.0% | -1.0% | -21.0% | -20.8% |
| 3M | -43.0% | +2.8% | -45.8% | -45.4% |
| 6M | -27.7% | +8.2% | -35.9% | -35.8% |
| YTD | -10.5% | +11.0% | -21.5% | -23.3% |
| 1Y | +12.5% | +16.1% | -3.7% | -9.3% |
| 3Y | +153.8% | +56.2% | +97.6% | +40.3% |
| All | +289.3% | +63.1% | +226.2% | +106.7% |
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