+8.6%
VRT vs F
-2.5%
+11.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -17.7% | +1.0% | -18.7% | -18.0% |
| 30D | -20.0% | +2.1% | -22.1% | -20.7% |
| 3M | -28.1% | -10.3% | -17.8% | -25.9% |
| 6M | -42.8% | +3.3% | -46.1% | -46.6% |
| YTD | +20.0% | -2.0% | +21.9% | +10.9% |
| All | +8.6% | -2.5% | +11.1% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling