Stock and ETF performance explorer

VRT vs FN

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	FN	Excess	Alpha
1D	+3.5%	+11.7%	-8.2%	N/A
7D	-21.4%	0.0%	-21.3%	N/A
All	-21.4%	+1.1%	-22.5%	N/A

Daily percentage return beside FN.

Portfolio return minus FN return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.