+12.5%
FN vs VMC
-8.5%
+21.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | -1.7% | -4.3% | +2.6% | -0.3% |
| 30D | -22.0% | -8.2% | -13.7% | -20.0% |
| 3M | -43.0% | -7.0% | -36.0% | -42.7% |
| 6M | -27.7% | -10.8% | -17.0% | -25.5% |
| YTD | -10.5% | -7.4% | -3.1% | -13.1% |
| 1Y | +12.5% | -9.5% | +22.0% | +10.8% |
| All | +12.5% | -8.5% | +21.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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