0.0%
VRT vs FN
-33.3%
+33.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | -3.0% |
| 7D | -21.4% | 0.0% | -21.3% | -21.3% |
| 30D | -25.8% | -34.3% | +8.5% | -7.6% |
| 3M | -33.5% | -39.9% | +6.3% | -15.1% |
| 6M | -49.0% | -51.8% | +2.8% | -28.0% |
| YTD | +12.9% | -28.1% | +41.1% | +22.1% |
| 1Y | 0.0% | -29.1% | +29.1% | +8.7% |
| All | 0.0% | -33.3% | +33.3% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling