+905.2%
VRT vs F
+55.4%
+849.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.7% |
| 7D | +9.1% | +5.3% | +3.8% | +6.8% |
| 30D | +0.9% | +4.6% | -3.7% | -1.2% |
| 3M | -13.4% | -3.7% | -9.7% | -12.5% |
| 6M | +11.7% | +16.8% | -5.1% | +2.0% |
| YTD | +73.2% | +15.3% | +57.9% | +58.8% |
| 1Y | +123.4% | +31.0% | +92.4% | +91.4% |
| 3Y | +606.2% | +45.4% | +560.7% | +437.2% |
| All | +905.2% | +55.4% | +849.9% | +673.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling