+139.0%
VRT vs FDS
-20.8%
+159.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +1.7% |
| 7D | +13.6% | -5.4% | +19.0% | +10.9% |
| 30D | +6.8% | +1.6% | +5.2% | +8.1% |
| 3M | -3.2% | +17.7% | -21.0% | +8.0% |
| 6M | +20.3% | +29.1% | -8.7% | +41.9% |
| YTD | +79.6% | +1.0% | +78.6% | +102.3% |
| 1Y | +139.0% | -21.6% | +160.6% | +164.8% |
| All | +139.0% | -20.8% | +159.8% | +164.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling