+962.7%
VST vs FN
+644.0%
+318.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.0% | -7.9% | -12.2% |
| 7D | -15.7% | -7.0% | -8.7% | -14.1% |
| 30D | -17.0% | -24.7% | +7.7% | -10.5% |
| 3M | -15.9% | -35.7% | +19.8% | -6.6% |
| 6M | -25.0% | -52.4% | +27.4% | -11.7% |
| YTD | -25.1% | -25.0% | -0.1% | -24.2% |
| 1Y | -34.9% | -25.7% | -9.2% | -34.3% |
| 3Y | +252.7% | +110.2% | +142.5% | +174.5% |
| 5Y | +582.3% | +192.3% | +390.0% | +387.0% |
| 10Y | +1,076.6% | +812.3% | +264.3% | +600.7% |
| All | +962.7% | +644.0% | +318.7% | +513.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling