+206.7%
FN vs VIG
+65.3%
+141.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +4.6% |
| 7D | +8.0% | -0.3% | +8.4% | +9.5% |
| 30D | -19.1% | +4.9% | -24.1% | -25.0% |
| 3M | -29.8% | +2.9% | -32.8% | -33.0% |
| 6M | -43.2% | +11.2% | -54.4% | -52.0% |
| YTD | -18.9% | +16.0% | -34.9% | -35.2% |
| 1Y | -17.9% | +17.0% | -34.8% | -34.8% |
| 3Y | +120.1% | +66.9% | +53.3% | +10.0% |
| 5Y | +206.7% | +65.8% | +140.9% | +54.0% |
| All | +206.7% | +65.3% | +141.4% | +54.0% |
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