-63.3%
FND vs VIG
+64.4%
-127.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.8% | +3.5% | -10.3% | -12.9% |
| 30D | +8.0% | +4.9% | +3.0% | -1.2% |
| 3M | -18.9% | +2.5% | -21.4% | -22.2% |
| 6M | +4.7% | +11.0% | -6.3% | -13.3% |
| YTD | -21.6% | +16.0% | -37.6% | -39.8% |
| 1Y | -22.0% | +17.5% | -39.6% | -41.5% |
| 3Y | -40.4% | +67.0% | -107.4% | -76.9% |
| All | -63.3% | +64.4% | -127.7% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling