+619.5%
VRT vs FN
+158.4%
+461.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.2% | +2.5% |
| 7D | +9.1% | -1.7% | +10.8% | +10.2% |
| 30D | +0.9% | -22.0% | +22.9% | +14.6% |
| 3M | -13.4% | -43.0% | +29.6% | +17.7% |
| 6M | +11.7% | -27.7% | +39.4% | +27.1% |
| YTD | +73.2% | -10.5% | +83.7% | +67.7% |
| 1Y | +123.4% | +12.5% | +110.9% | +84.8% |
| All | +619.5% | +158.4% | +461.1% | +234.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling