+10.1%
VT vs FN
-36.4%
+46.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.2% | -2.7% |
| 7D | -4.2% | -16.0% | +11.8% | -2.8% |
| 30D | -5.8% | -40.1% | +34.3% | -1.5% |
| 3M | -5.2% | -43.9% | +38.7% | -0.8% |
| 6M | +0.1% | -55.6% | +55.8% | +6.5% |
| YTD | +8.2% | -35.7% | +43.9% | +9.3% |
| 1Y | +10.1% | -39.8% | +50.0% | +11.7% |
| All | +10.1% | -36.4% | +46.6% | +11.7% |
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