+946.0%
FN vs VYM
+203.5%
+742.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | -26.0% | -1.3% | -24.7% | -24.9% |
| 3M | -33.3% | +4.1% | -37.3% | -36.3% |
| 6M | -14.9% | +9.8% | -24.7% | -23.1% |
| YTD | -8.6% | +15.3% | -23.9% | -21.7% |
| 1Y | +12.3% | +20.0% | -7.7% | -7.6% |
| 3Y | +174.4% | +66.2% | +108.2% | +62.8% |
| 5Y | +296.4% | +77.5% | +218.9% | +121.9% |
| All | +946.0% | +203.5% | +742.5% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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