+2,943.1%
FN vs VYM
+612.6%
+2,330.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.5% | +12.1% | +12.2% |
| 7D | 0.0% | -2.8% | +2.8% | +3.9% |
| 30D | -34.3% | +1.0% | -35.3% | -35.1% |
| 3M | -39.9% | -2.9% | -36.9% | -37.5% |
| 6M | -51.8% | +2.6% | -54.4% | -53.0% |
| YTD | -28.1% | +12.8% | -41.0% | -37.2% |
| 1Y | -29.1% | +16.8% | -45.8% | -40.2% |
| 3Y | +102.4% | +66.9% | +35.6% | +14.8% |
| 5Y | +171.7% | +66.5% | +105.2% | +55.3% |
| 10Y | +773.5% | +207.8% | +565.7% | +128.9% |
| All | +2,943.1% | +612.6% | +2,330.4% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling