-29.1%
FN vs VO
+11.7%
-40.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.8% | +12.0% |
| 7D | 0.0% | -2.6% | +2.5% | +8.2% |
| 30D | -34.3% | -0.9% | -33.4% | -31.9% |
| 3M | -39.9% | -3.0% | -36.9% | -33.2% |
| 6M | -51.8% | +2.2% | -54.0% | -52.6% |
| YTD | -28.1% | +10.6% | -38.7% | -43.8% |
| 1Y | -29.1% | +12.5% | -41.6% | -46.0% |
| All | -29.1% | +11.7% | -40.8% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling