+588.9%
VST vs FND
-61.6%
+650.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.6% |
| 7D | -9.8% | +7.7% | -17.5% | -11.3% |
| 30D | -25.1% | +11.9% | -37.0% | -27.1% |
| 3M | -11.6% | -14.6% | +3.0% | -9.6% |
| 6M | -20.9% | +0.5% | -21.4% | -22.5% |
| YTD | -22.3% | -15.8% | -6.5% | -21.3% |
| 1Y | -32.0% | -12.9% | -19.1% | -31.8% |
| 3Y | +262.4% | -34.2% | +296.5% | +274.8% |
| All | +588.9% | -61.6% | +650.5% | +644.5% |
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