-20.9%
VST vs FN
+17.1%
-38.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.8% |
| 7D | +8.9% | -1.7% | +10.6% | +9.3% |
| 30D | +6.2% | -22.0% | +28.2% | +11.4% |
| 3M | -2.7% | -43.0% | +40.3% | +9.6% |
| 6M | -8.4% | -27.7% | +19.4% | -6.5% |
| YTD | -7.2% | -10.5% | +3.3% | -14.8% |
| 1Y | -20.9% | +12.5% | -33.4% | -38.2% |
| All | -20.9% | +17.1% | -38.0% | -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