+81.3%
FN vs VO
+60.4%
+20.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.5% | -10.7% | -7.2% |
| 7D | -16.0% | -3.3% | -12.6% | -9.4% |
| 30D | -40.1% | -1.8% | -38.3% | -37.4% |
| 3M | -43.9% | -3.4% | -40.5% | -39.1% |
| 6M | -55.6% | +3.0% | -58.6% | -56.9% |
| YTD | -35.7% | +10.7% | -46.4% | -44.7% |
| 1Y | -39.8% | +11.8% | -51.6% | -48.7% |
| All | +81.3% | +60.4% | +20.9% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling