+906.2%
FN vs VO
+194.3%
+711.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -22.0% | -0.3% | -21.6% | -21.4% |
| 3M | -43.0% | +2.9% | -45.9% | -44.4% |
| 6M | -27.7% | +9.3% | -37.1% | -33.7% |
| YTD | -10.5% | +14.2% | -24.7% | -21.8% |
| 1Y | +12.5% | +15.3% | -2.8% | -2.1% |
| 3Y | +153.8% | +56.2% | +97.6% | +64.3% |
| 5Y | +288.0% | +42.4% | +245.6% | +176.7% |
| All | +906.2% | +194.3% | +711.9% | +199.4% |
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