+2,625.3%
FN vs VIG
+643.4%
+1,981.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.3% | -10.9% | -9.8% |
| 7D | -16.0% | -2.0% | -14.0% | -13.5% |
| 30D | -40.1% | +2.7% | -42.8% | -42.2% |
| 3M | -43.9% | +0.3% | -44.2% | -44.2% |
| 6M | -55.6% | +7.6% | -63.2% | -59.6% |
| YTD | -35.7% | +12.5% | -48.1% | -44.2% |
| 1Y | -39.8% | +14.8% | -54.6% | -48.9% |
| 3Y | +80.3% | +63.2% | +17.1% | +1.5% |
| 5Y | +143.3% | +60.2% | +83.1% | +41.5% |
| 10Y | +682.3% | +262.8% | +419.5% | +52.6% |
| All | +2,625.3% | +643.4% | +1,981.9% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling