+46.2%
FND vs VIG
+208.2%
-162.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | -5.1% | -2.2% | -2.9% | -1.5% |
| 30D | -22.5% | -3.2% | -19.3% | -18.1% |
| 3M | -5.0% | +3.0% | -8.0% | -9.0% |
| 6M | -21.5% | +8.1% | -29.7% | -30.1% |
| YTD | -23.0% | +9.1% | -32.1% | -32.1% |
| 1Y | -44.9% | +12.6% | -57.5% | -53.6% |
| 3Y | -50.0% | +55.4% | -105.4% | -74.3% |
| 5Y | -63.3% | +62.8% | -126.1% | -81.5% |
| All | +46.2% | +208.2% | -162.0% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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