+1,740.6%
VRT vs F
+89.2%
+1,651.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | -21.4% | +1.6% | -22.9% | -22.0% |
| 30D | -25.8% | +2.6% | -28.5% | -26.8% |
| 3M | -33.5% | -8.8% | -24.7% | -31.4% |
| 6M | -49.0% | +4.6% | -53.7% | -51.2% |
| YTD | +12.9% | -1.9% | +14.8% | +11.0% |
| 1Y | 0.0% | -0.8% | +0.8% | -2.2% |
| 3Y | +361.8% | +43.5% | +318.3% | +265.9% |
| 5Y | +565.1% | -12.1% | +577.2% | +519.7% |
| All | +1,740.6% | +89.2% | +1,651.4% | +880.9% |
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