+804.7%
FN vs VO
+202.1%
+602.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +4.3% |
| 7D | +8.0% | +0.2% | +7.8% | +8.6% |
| 30D | -19.1% | +2.0% | -21.2% | -20.4% |
| 3M | -29.8% | -0.3% | -29.5% | -28.7% |
| 6M | -43.2% | +7.3% | -50.5% | -46.7% |
| YTD | -18.9% | +15.0% | -33.9% | -29.0% |
| 1Y | -17.9% | +14.7% | -32.6% | -27.5% |
| 3Y | +120.1% | +67.3% | +52.8% | +34.2% |
| 5Y | +206.7% | +38.8% | +167.9% | +126.8% |
| 10Y | +804.7% | +201.6% | +603.1% | +170.9% |
| All | +804.7% | +202.1% | +602.5% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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