+361.8%
VRT vs FN
+101.0%
+260.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | -3.5% |
| 7D | -21.4% | 0.0% | -21.3% | -21.5% |
| 30D | -25.8% | -34.3% | +8.5% | -5.4% |
| 3M | -33.5% | -39.9% | +6.3% | -12.8% |
| 6M | -49.0% | -51.8% | +2.8% | -25.3% |
| YTD | +12.9% | -28.1% | +41.1% | +23.5% |
| 1Y | 0.0% | -29.1% | +29.1% | +9.8% |
| 3Y | +361.8% | +102.4% | +259.4% | +169.6% |
| All | +361.8% | +101.0% | +260.8% | +169.6% |
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 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