+1,917.9%
VRT vs FDS
+78.2%
+1,839.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.7% |
| 7D | -10.6% | -5.0% | -5.6% | -9.8% |
| 30D | -17.4% | +13.8% | -31.2% | -20.3% |
| 3M | -26.4% | +14.8% | -41.2% | -29.5% |
| 6M | -41.0% | +47.4% | -88.4% | -48.7% |
| YTD | +23.8% | +14.2% | +9.7% | +16.8% |
| 1Y | +11.6% | +26.6% | -15.0% | -0.7% |
| 3Y | +403.5% | -24.4% | +427.9% | +461.0% |
| 5Y | +647.0% | -22.6% | +669.7% | +724.2% |
| All | +1,917.9% | +78.2% | +1,839.7% | +1,582.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling