+1,978.7%
VRT vs F
+88.5%
+1,890.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.6% | +6.4% |
| 7D | +0.5% | -2.1% | +2.6% | +1.4% |
| 30D | -13.7% | +3.3% | -17.0% | -15.1% |
| 3M | -26.7% | -11.3% | -15.4% | -23.5% |
| 6M | -43.8% | +5.3% | -49.2% | -46.3% |
| YTD | +27.6% | -2.2% | +29.8% | +25.5% |
| 1Y | +15.5% | -3.5% | +19.0% | +14.3% |
| 3Y | +395.6% | +49.5% | +346.1% | +285.7% |
| 5Y | +677.3% | -13.5% | +690.9% | +629.2% |
| All | +1,978.7% | +88.5% | +1,890.1% | +1,009.5% |
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