+905.2%
VRT vs FN
+289.0%
+616.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.2% | +2.6% |
| 7D | +9.1% | -1.7% | +10.8% | +10.2% |
| 30D | +0.9% | -22.0% | +22.9% | +14.0% |
| 3M | -13.4% | -43.0% | +29.6% | +16.0% |
| 6M | +11.7% | -27.7% | +39.4% | +27.0% |
| YTD | +73.2% | -10.5% | +83.7% | +70.1% |
| 1Y | +123.4% | +12.5% | +110.9% | +90.7% |
| 3Y | +606.2% | +153.8% | +452.4% | +274.0% |
| All | +905.2% | +289.0% | +616.2% | +282.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling