-63.3%
FND vs VO
+36.2%
-99.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.8% | +3.1% | -9.9% | -11.5% |
| 30D | +8.0% | +2.2% | +5.8% | +4.3% |
| 3M | -18.9% | -2.5% | -16.4% | -15.0% |
| 6M | +4.7% | +7.0% | -2.3% | -5.6% |
| YTD | -21.6% | +14.0% | -35.6% | -36.1% |
| 1Y | -22.0% | +15.6% | -37.7% | -37.8% |
| 3Y | -40.4% | +66.2% | -106.6% | -73.8% |
| All | -63.3% | +36.2% | -99.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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