-32.0%
VST vs FN
-33.3%
+1.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +11.7% | -1.1% | +7.4% |
| 7D | -9.8% | 0.0% | -9.8% | -9.8% |
| 30D | -25.1% | -34.3% | +9.2% | -17.8% |
| 3M | -11.6% | -39.9% | +28.3% | -2.0% |
| 6M | -20.9% | -51.8% | +30.9% | -9.0% |
| YTD | -22.3% | -28.1% | +5.8% | -24.6% |
| 1Y | -32.0% | -29.1% | -2.9% | -34.7% |
| All | -32.0% | -33.3% | +1.3% | -34.7% |
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