+60.4%
VT vs FN
+197.1%
-136.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.5% |
| 7D | -0.3% | -7.0% | +6.7% | +0.4% |
| 30D | -1.4% | -24.7% | +23.3% | +1.9% |
| 3M | -1.4% | -35.7% | +34.3% | +3.5% |
| 6M | +5.5% | -52.4% | +57.9% | +14.3% |
| YTD | +12.8% | -25.0% | +37.8% | +12.3% |
| 1Y | +15.4% | -25.7% | +41.1% | +14.5% |
| 3Y | +76.9% | +110.2% | -33.3% | +37.6% |
| 5Y | +60.4% | +192.3% | -131.9% | +7.2% |
| All | +60.4% | +197.1% | -136.6% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling