+794.1%
FN vs VYM
+203.1%
+591.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -5.3% |
| 7D | -4.1% | +0.1% | -4.2% | -3.7% |
| 30D | -28.3% | +3.0% | -31.3% | -30.6% |
| 3M | -33.9% | -1.0% | -32.9% | -32.8% |
| 6M | -43.9% | +6.4% | -50.3% | -47.5% |
| YTD | -23.4% | +15.9% | -39.4% | -34.5% |
| 1Y | -25.4% | +18.7% | -44.1% | -37.6% |
| 3Y | +107.9% | +72.8% | +35.1% | +19.2% |
| 5Y | +195.1% | +71.2% | +123.8% | +72.1% |
| 10Y | +794.1% | +203.5% | +590.6% | +206.7% |
| All | +794.1% | +203.1% | +591.0% | +206.7% |
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