+56.7%
FND vs VIG
+213.8%
-157.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.5% |
| 7D | -5.2% | -0.4% | -4.8% | -4.5% |
| 30D | -19.9% | -1.0% | -18.9% | -18.5% |
| 3M | +2.7% | +2.8% | 0.0% | -1.2% |
| 6M | -21.7% | +8.2% | -29.9% | -30.3% |
| YTD | -17.5% | +11.0% | -28.5% | -29.4% |
| 1Y | -39.3% | +16.1% | -55.4% | -51.5% |
| 3Y | -49.8% | +56.2% | -105.9% | -74.4% |
| 5Y | -60.1% | +63.0% | -123.1% | -80.0% |
| All | +56.7% | +213.8% | -157.1% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling