+1,855.0%
VRT vs F
+89.0%
+1,766.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -17.7% | +1.0% | -18.7% | -18.1% |
| 30D | -20.0% | +2.1% | -22.1% | -20.9% |
| 3M | -28.1% | -10.3% | -17.8% | -25.3% |
| 6M | -42.8% | +3.3% | -46.1% | -45.0% |
| YTD | +20.0% | -2.0% | +21.9% | +17.9% |
| 1Y | +3.5% | -2.3% | +5.8% | +1.9% |
| 3Y | +366.1% | +49.9% | +316.2% | +262.4% |
| 5Y | +632.2% | -12.5% | +644.6% | +583.9% |
| All | +1,855.0% | +89.0% | +1,766.0% | +942.5% |
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