+72.6%
VTV vs FN
+101.0%
-28.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -1.1% |
| 7D | -2.2% | 0.0% | -2.1% | -2.4% |
| 30D | +2.2% | -34.3% | +36.5% | +4.7% |
| 3M | +0.3% | -39.9% | +40.2% | +3.0% |
| 6M | +8.3% | -51.8% | +60.1% | +12.4% |
| YTD | +18.5% | -28.1% | +46.7% | +18.1% |
| 1Y | +23.0% | -29.1% | +52.1% | +22.4% |
| 3Y | +72.6% | +102.4% | -29.8% | +48.1% |
| All | +72.6% | +101.0% | -28.4% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling