+11.7%
VRT vs FN
-28.3%
+40.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.2% | +2.7% |
| 7D | +9.1% | -1.7% | +10.8% | +10.1% |
| 30D | +0.9% | -22.0% | +22.9% | +12.6% |
| 3M | -13.4% | -43.0% | +29.6% | +13.0% |
| 6M | +11.7% | -27.7% | +39.4% | +24.1% |
| All | +11.7% | -28.3% | +40.0% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling