+373.4%
VST vs FN
+158.4%
+215.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.3% |
| 7D | +8.9% | -1.7% | +10.6% | +9.6% |
| 30D | +6.2% | -22.0% | +28.2% | +14.7% |
| 3M | -2.7% | -43.0% | +40.3% | +16.5% |
| 6M | -8.4% | -27.7% | +19.4% | -4.7% |
| YTD | -7.2% | -10.5% | +3.3% | -14.8% |
| 1Y | -20.9% | +12.5% | -33.4% | -36.4% |
| All | +373.4% | +158.4% | +215.0% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling