+608.4%
VST vs FND
-63.9%
+672.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | +6.6% | -6.8% | +13.4% | +7.9% |
| 30D | -12.4% | +8.0% | -20.4% | -14.2% |
| 3M | -9.0% | -18.9% | +9.9% | -6.1% |
| 6M | -6.4% | +4.7% | -11.1% | -9.3% |
| YTD | -17.2% | -21.6% | +4.4% | -15.1% |
| 1Y | -22.0% | -22.0% | 0.0% | -20.1% |
| 3Y | +296.7% | -40.4% | +337.1% | +317.2% |
| All | +608.4% | -63.9% | +672.3% | +681.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling