+826.4%
FN vs VMC
+146.3%
+680.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +10.8% |
| 7D | +16.3% | +0.3% | +16.0% | +16.2% |
| 30D | -24.7% | +18.6% | -43.3% | -30.5% |
| 3M | -34.9% | +2.0% | -37.0% | -35.9% |
| 6M | -41.1% | +2.6% | -43.7% | -42.9% |
| YTD | -19.6% | +2.3% | -21.9% | -22.2% |
| 1Y | -18.5% | +1.7% | -20.2% | -20.6% |
| 3Y | +119.1% | +41.7% | +77.4% | +85.3% |
| 5Y | +206.9% | +46.6% | +160.3% | +152.5% |
| 10Y | +826.4% | +140.3% | +686.2% | +507.1% |
| All | +826.4% | +146.3% | +680.2% | +507.1% |
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