+226.3%
VTV vs FN
+882.3%
-656.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +0.3% | +3.5% | -3.2% | -0.2% |
| 30D | +0.1% | -26.0% | +26.1% | +3.6% |
| 3M | +6.2% | -33.3% | +39.5% | +10.7% |
| 6M | +13.5% | -14.9% | +28.4% | +12.7% |
| YTD | +18.9% | -8.6% | +27.4% | +15.8% |
| 1Y | +25.8% | +12.3% | +13.5% | +17.9% |
| 3Y | +68.7% | +174.4% | -105.7% | +28.7% |
| 5Y | +80.3% | +296.4% | -216.1% | +23.5% |
| 10Y | +226.3% | +890.0% | -663.7% | +83.3% |
| All | +226.3% | +882.3% | -656.0% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling