+346.3%
VRT vs F
+41.1%
+305.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.1% | -12.9% | -13.7% |
| 7D | -28.1% | +1.4% | -29.5% | -28.5% |
| 30D | -30.2% | +2.0% | -32.2% | -30.7% |
| 3M | -36.4% | -10.4% | -26.0% | -34.6% |
| 6M | -48.2% | +9.7% | -57.9% | -50.8% |
| YTD | +9.2% | -1.2% | +10.3% | +7.0% |
| 1Y | -7.2% | 0.0% | -7.3% | -9.4% |
| All | +346.3% | +41.1% | +305.2% | +268.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling