+228.1%
VTV vs FN
+763.2%
-535.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | +2.3% | +20.8% | -18.5% | -0.3% |
| 30D | +3.8% | -17.3% | +21.1% | +5.5% |
| 3M | +1.7% | -38.1% | +39.8% | +6.6% |
| 6M | +10.9% | -44.2% | +55.1% | +16.5% |
| YTD | +21.7% | -22.3% | +44.0% | +19.9% |
| 1Y | +23.4% | -20.9% | +44.3% | +20.6% |
| 3Y | +78.0% | +111.1% | -33.1% | +40.0% |
| 5Y | +77.4% | +191.8% | -114.4% | +26.6% |
| All | +228.1% | +763.2% | -535.1% | +88.5% |
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