+1,969.0%
VRT vs FN
+771.8%
+1,197.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.0% | -6.9% | -9.9% |
| 7D | -15.4% | -7.0% | -8.4% | -12.5% |
| 30D | -19.0% | -24.7% | +5.8% | -7.2% |
| 3M | -23.8% | -35.7% | +11.8% | -7.2% |
| 6M | -37.9% | -52.4% | +14.5% | -13.7% |
| YTD | +27.0% | -25.0% | +51.9% | +37.8% |
| 1Y | +13.8% | -25.7% | +39.5% | +24.0% |
| 3Y | +410.3% | +110.2% | +300.0% | +246.2% |
| 5Y | +666.5% | +192.3% | +474.2% | +339.6% |
| All | +1,969.0% | +771.8% | +1,197.3% | +867.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling