+542.8%
VRT vs FN
+148.3%
+394.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -14.2% | +0.2% | -5.7% |
| 7D | -28.1% | -16.0% | -12.2% | -20.3% |
| 30D | -30.2% | -40.1% | +9.9% | -6.1% |
| 3M | -36.4% | -43.9% | +7.5% | -13.3% |
| 6M | -48.2% | -55.6% | +7.5% | -20.5% |
| YTD | +9.2% | -35.7% | +44.8% | +28.7% |
| 1Y | -7.2% | -39.8% | +32.6% | +13.5% |
| 3Y | +338.7% | +80.3% | +258.4% | +171.1% |
| 5Y | +542.8% | +143.3% | +399.6% | +171.9% |
| All | +542.8% | +148.3% | +394.6% | +171.9% |
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