+13.3%
FN vs VYM
+19.4%
-6.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.8% |
| 7D | +5.8% | -1.0% | +6.8% | +8.5% |
| 30D | -20.6% | -2.0% | -18.6% | -16.2% |
| 3M | -28.6% | +3.1% | -31.7% | -34.2% |
| 6M | -20.7% | +8.9% | -29.6% | -36.5% |
| YTD | -8.1% | +14.7% | -22.9% | -34.3% |
| 1Y | +13.3% | +19.4% | -6.1% | -21.8% |
| All | +13.3% | +19.4% | -6.1% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling