+289.3%
FN vs VMC
+52.7%
+236.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.6% |
| 7D | -1.7% | -4.3% | +2.6% | +0.9% |
| 30D | -22.0% | -8.2% | -13.7% | -17.9% |
| 3M | -43.0% | -7.0% | -36.0% | -41.6% |
| 6M | -27.7% | -10.8% | -17.0% | -23.9% |
| YTD | -10.5% | -7.4% | -3.1% | -9.1% |
| 1Y | +12.5% | -9.5% | +22.0% | +16.1% |
| 3Y | +153.8% | +20.5% | +133.3% | +116.1% |
| All | +289.3% | +52.7% | +236.6% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling