+262.4%
VST vs FND
-36.7%
+299.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.6% |
| 7D | -9.8% | +7.7% | -17.5% | -11.4% |
| 30D | -25.1% | +11.9% | -37.0% | -27.2% |
| 3M | -11.6% | -14.6% | +3.0% | -9.1% |
| 6M | -20.9% | +0.5% | -21.4% | -22.9% |
| YTD | -22.3% | -15.8% | -6.5% | -20.9% |
| 1Y | -32.0% | -12.9% | -19.1% | -31.6% |
| 3Y | +262.4% | -34.2% | +296.5% | +277.2% |
| All | +262.4% | -36.7% | +299.1% | +277.2% |
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