+24.9%
VTV vs FN
-25.5%
+50.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.5% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | +3.8% | -16.5% | +20.3% | +4.3% |
| 3M | +1.6% | -42.1% | +43.7% | +3.5% |
| 6M | +11.2% | -52.9% | +64.1% | +14.2% |
| YTD | +22.0% | -28.0% | +50.0% | +21.3% |
| 1Y | +24.9% | -18.5% | +43.4% | +22.9% |
| All | +24.9% | -25.5% | +50.4% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling