+3,689.8%
FN vs VMC
+543.7%
+3,146.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | -1.7% | -4.3% | +2.6% | +0.3% |
| 30D | -22.0% | -8.2% | -13.7% | -19.0% |
| 3M | -43.0% | -7.0% | -36.0% | -41.8% |
| 6M | -27.7% | -10.8% | -17.0% | -24.8% |
| YTD | -10.5% | -7.4% | -3.1% | -8.9% |
| 1Y | +12.5% | -9.5% | +22.0% | +15.8% |
| 3Y | +153.8% | +20.5% | +133.3% | +130.7% |
| 5Y | +288.0% | +51.6% | +236.4% | +217.1% |
| 10Y | +906.4% | +150.0% | +756.4% | +511.5% |
| All | +3,689.8% | +543.7% | +3,146.1% | +1,013.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling