+75.8%
VT vs FN
+158.4%
-82.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | +1.0% | -22.0% | +23.0% | +3.5% |
| 3M | +2.4% | -43.0% | +45.4% | +8.4% |
| 6M | +12.0% | -27.7% | +39.8% | +13.9% |
| YTD | +15.3% | -10.5% | +25.9% | +13.3% |
| 1Y | +22.6% | +12.5% | +10.1% | +16.0% |
| All | +75.8% | +158.4% | -82.6% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling