+1,678.9%
VRT vs F
+90.5%
+1,588.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.1% | -12.9% | -13.6% |
| 7D | -28.1% | +1.4% | -29.5% | -28.7% |
| 30D | -30.2% | +2.0% | -32.2% | -30.9% |
| 3M | -36.4% | -10.4% | -26.0% | -33.9% |
| 6M | -48.2% | +9.7% | -57.9% | -51.3% |
| YTD | +9.2% | -1.2% | +10.3% | +6.9% |
| 1Y | -7.2% | 0.0% | -7.3% | -9.6% |
| 3Y | +338.7% | +41.1% | +297.6% | +250.3% |
| 5Y | +542.8% | -11.4% | +554.3% | +497.2% |
| All | +1,678.9% | +90.5% | +1,588.4% | +845.4% |
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 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