+628.7%
VTV vs FN
+3,620.5%
-2,991.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.6% |
| 7D | +0.5% | -1.7% | +2.2% | +0.7% |
| 30D | +1.1% | -22.0% | +23.1% | +3.7% |
| 3M | +5.9% | -43.0% | +48.9% | +12.1% |
| 6M | +11.6% | -27.7% | +39.4% | +13.4% |
| YTD | +19.8% | -10.5% | +30.3% | +17.6% |
| 1Y | +26.2% | +12.5% | +13.7% | +19.4% |
| 3Y | +68.5% | +153.8% | -85.3% | +36.2% |
| 5Y | +79.9% | +288.0% | -208.1% | +33.3% |
| 10Y | +229.7% | +906.4% | -676.7% | +108.7% |
| All | +628.7% | +3,620.5% | -2,991.8% | +292.6% |
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