+2,826.7%
VRT vs FDS
+57.6%
+2,769.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +4.7% |
| 7D | +13.6% | -5.4% | +19.0% | +15.0% |
| 30D | +6.8% | +1.6% | +5.2% | +5.9% |
| 3M | -3.2% | +17.7% | -21.0% | -9.0% |
| 6M | +20.3% | +29.1% | -8.7% | +7.3% |
| YTD | +79.6% | +1.0% | +78.6% | +75.6% |
| 1Y | +139.0% | -21.6% | +160.6% | +160.4% |
| 3Y | +644.6% | -30.1% | +674.7% | +737.7% |
| 5Y | +1,024.4% | -20.7% | +1,045.1% | +1,107.3% |
| All | +2,826.7% | +57.6% | +2,769.1% | +2,429.4% |
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