+73.9%
VT vs FN
+123.2%
-49.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.5% | -15.4% | -1.7% |
| 7D | -1.6% | +5.9% | -7.5% | -2.4% |
| 30D | -2.5% | -21.6% | +19.1% | -0.1% |
| 3M | -1.3% | -20.3% | +19.0% | +0.1% |
| 6M | +3.1% | -48.6% | +51.7% | +9.3% |
| YTD | +10.9% | -20.2% | +31.1% | +9.9% |
| 1Y | +12.1% | -18.0% | +30.0% | +10.1% |
| All | +73.9% | +123.2% | -49.3% | +41.2% |
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