+13.5%
VT vs FN
-21.0%
+34.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.5% | -15.4% | -1.4% |
| 7D | -1.6% | +5.9% | -7.5% | -2.2% |
| 30D | -2.5% | -21.6% | +19.1% | -0.6% |
| 3M | -1.3% | -20.3% | +19.0% | -0.2% |
| 6M | +3.1% | -48.6% | +51.7% | +8.3% |
| YTD | +10.9% | -20.2% | +31.1% | +10.0% |
| All | +13.5% | -21.0% | +34.5% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling