+227.8%
VST vs FN
+80.0%
+147.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -14.2% | +8.1% | -0.6% |
| 7D | -19.9% | -16.0% | -3.9% | -14.6% |
| 30D | -29.7% | -40.1% | +10.4% | -15.0% |
| 3M | -19.6% | -43.9% | +24.3% | -2.2% |
| 6M | -29.4% | -55.6% | +26.2% | -9.2% |
| YTD | -29.7% | -35.7% | +5.9% | -27.6% |
| 1Y | -40.0% | -39.8% | -0.2% | -37.0% |
| All | +227.8% | +80.0% | +147.8% | +117.4% |
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