+1,855.0%
VRT vs FN
+789.3%
+1,065.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | -0.7% |
| 7D | -17.7% | -4.1% | -13.6% | -15.7% |
| 30D | -20.0% | -28.3% | +8.3% | -5.9% |
| 3M | -28.1% | -33.9% | +5.8% | -13.3% |
| 6M | -42.8% | -43.9% | +1.1% | -26.5% |
| YTD | +20.0% | -23.4% | +43.4% | +29.0% |
| 1Y | +3.5% | -25.4% | +28.9% | +12.5% |
| 3Y | +366.1% | +107.9% | +258.2% | +217.0% |
| 5Y | +632.2% | +195.1% | +437.1% | +316.8% |
| All | +1,855.0% | +789.3% | +1,065.7% | +805.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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