+693.0%
FN vs VYM
+205.6%
+487.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +0.3% | +3.7% | -3.4% | -3.7% |
| 30D | -16.5% | +3.7% | -20.2% | -19.8% |
| 3M | -42.1% | -0.7% | -41.4% | -41.4% |
| 6M | -52.9% | +7.2% | -60.1% | -56.3% |
| YTD | -28.0% | +16.9% | -44.9% | -39.0% |
| 1Y | -18.5% | +19.6% | -38.1% | -32.5% |
| 3Y | +93.9% | +74.6% | +19.3% | +9.9% |
| 5Y | +170.5% | +72.3% | +98.2% | +56.6% |
| All | +693.0% | +205.6% | +487.4% | +162.0% |
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