+448.3%
VT vs FN
+3,218.1%
-2,769.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.5% | -15.4% | -2.3% |
| 7D | -1.6% | +5.9% | -7.5% | -2.7% |
| 30D | -2.5% | -21.6% | +19.1% | +0.6% |
| 3M | -1.3% | -20.3% | +19.0% | +0.6% |
| 6M | +3.1% | -48.6% | +51.7% | +11.0% |
| YTD | +10.9% | -20.2% | +31.1% | +9.9% |
| 1Y | +12.1% | -18.0% | +30.0% | +10.0% |
| 3Y | +73.9% | +123.6% | -49.7% | +38.5% |
| 5Y | +58.0% | +215.3% | -157.3% | +16.0% |
| 10Y | +225.5% | +844.0% | -618.5% | +96.3% |
| All | +448.3% | +3,218.1% | -2,769.7% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling