+1,934.0%
VRT vs F
+83.3%
+1,850.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | -3.1% | +13.6% | +11.9% |
| 30D | -9.3% | 0.0% | -9.4% | -9.6% |
| 3M | -29.6% | -13.2% | -16.4% | -25.9% |
| 6M | -45.4% | -10.2% | -35.2% | -44.0% |
| YTD | +24.8% | -4.9% | +29.8% | +24.1% |
| 1Y | +23.6% | -6.1% | +29.7% | +23.6% |
| 3Y | +379.7% | +46.0% | +333.7% | +276.7% |
| 5Y | +660.3% | -15.7% | +676.0% | +620.4% |
| All | +1,934.0% | +83.3% | +1,850.7% | +997.4% |
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