+373.4%
VST vs FND
-49.4%
+422.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | +8.9% | -5.2% | +14.1% | +10.1% |
| 30D | +6.2% | -19.9% | +26.1% | +11.1% |
| 3M | -2.7% | +2.7% | -5.4% | -5.1% |
| 6M | -8.4% | -21.7% | +13.3% | -4.7% |
| YTD | -7.2% | -17.5% | +10.3% | -4.7% |
| 1Y | -20.9% | -39.3% | +18.4% | -13.0% |
| All | +373.4% | -49.4% | +422.8% | +397.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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