+1,917.9%
VRT vs F
+90.4%
+1,827.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.4% |
| 7D | -10.6% | -0.6% | -10.0% | -10.5% |
| 30D | -17.4% | +2.9% | -20.3% | -18.6% |
| 3M | -26.4% | -9.5% | -16.9% | -23.8% |
| 6M | -41.0% | +4.0% | -45.0% | -43.4% |
| YTD | +23.8% | -1.3% | +25.1% | +21.4% |
| 1Y | +11.6% | -1.9% | +13.6% | +9.7% |
| 3Y | +403.5% | +53.5% | +350.0% | +287.6% |
| 5Y | +647.0% | -15.1% | +662.2% | +604.9% |
| All | +1,917.9% | +90.4% | +1,827.5% | +972.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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