-34.9%
VST vs FN
-25.7%
-9.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.0% | -7.9% | -12.3% |
| 7D | -15.7% | -7.0% | -8.7% | -14.2% |
| 30D | -17.0% | -24.7% | +7.7% | -11.4% |
| 3M | -15.9% | -35.7% | +19.8% | -8.0% |
| 6M | -25.0% | -52.4% | +27.4% | -13.1% |
| YTD | -25.1% | -25.0% | -0.1% | -27.9% |
| 1Y | -34.9% | -25.7% | -9.2% | -38.2% |
| All | -34.9% | -25.7% | -9.1% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling