+755.5%
FN vs VMC
+126.5%
+629.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | +20.8% | -1.7% | +22.5% | +21.7% |
| 30D | -17.3% | +15.3% | -32.6% | -22.7% |
| 3M | -38.1% | +0.3% | -38.4% | -38.5% |
| 6M | -44.2% | +0.9% | -45.1% | -45.6% |
| YTD | -22.3% | -1.0% | -21.3% | -23.7% |
| 1Y | -20.9% | -4.3% | -16.6% | -20.9% |
| 3Y | +111.1% | +35.3% | +75.7% | +81.9% |
| 5Y | +191.8% | +44.4% | +147.4% | +141.8% |
| All | +755.5% | +126.5% | +629.0% | +467.9% |
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