-51.8%
FN vs VYM
+2.5%
-54.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.5% | +12.1% | +12.6% |
| 7D | 0.0% | -2.8% | +2.8% | +7.7% |
| 30D | -34.3% | +1.0% | -35.3% | -35.8% |
| 3M | -39.9% | -2.9% | -36.9% | -34.2% |
| 6M | -51.8% | +2.6% | -54.4% | -55.3% |
| All | -51.8% | +2.5% | -54.4% | -55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling