+3,689.8%
FN vs VO
+580.5%
+3,109.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 1Y | +12.5% | +15.3% | -2.8% | -2.3% |
| 3Y | +153.8% | +56.2% | +97.6% | +62.0% |
| 5Y | +288.0% | +42.4% | +245.6% | +174.2% |
| 10Y | +906.4% | +194.7% | +711.7% | +209.6% |
| All | +3,689.8% | +580.5% | +3,109.2% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling