+2,723.0%
VRT vs F
+122.3%
+2,600.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.8% |
| 7D | +9.1% | +5.3% | +3.8% | +6.9% |
| 30D | +0.9% | +4.6% | -3.7% | -1.0% |
| 3M | -13.4% | -3.7% | -9.7% | -12.5% |
| 6M | +11.7% | +16.8% | -5.1% | +2.9% |
| YTD | +73.2% | +15.3% | +57.9% | +60.2% |
| 1Y | +123.4% | +31.0% | +92.4% | +94.5% |
| 3Y | +606.2% | +45.4% | +560.7% | +458.3% |
| 5Y | +899.9% | +54.7% | +845.2% | +656.6% |
| All | +2,723.0% | +122.3% | +2,600.7% | +1,316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling