+743.6%
FN vs VMC
+159.8%
+583.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.6% | +12.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.4% |
| 30D | -34.3% | +15.8% | -50.1% | -38.7% |
| 3M | -39.9% | +0.6% | -40.4% | -40.4% |
| 6M | -51.8% | -4.0% | -47.8% | -51.9% |
| YTD | -28.1% | -0.3% | -27.8% | -29.7% |
| 1Y | -29.1% | -0.5% | -28.6% | -30.3% |
| 3Y | +102.4% | +39.6% | +62.9% | +72.8% |
| 5Y | +171.7% | +50.1% | +121.6% | +122.7% |
| All | +743.6% | +159.8% | +583.8% | +474.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling