+21.0%
VRT vs FDS
+23.2%
-2.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.1% |
| 7D | +18.6% | -2.6% | +21.2% | +17.2% |
| 30D | -11.7% | +14.1% | -25.7% | -5.6% |
| 3M | -27.3% | +19.8% | -47.1% | -19.8% |
| 6M | -42.9% | +55.0% | -97.8% | -26.0% |
| YTD | +29.5% | +15.9% | +13.6% | +59.1% |
| 1Y | +21.0% | +24.2% | -3.1% | +55.5% |
| All | +21.0% | +23.2% | -2.2% | +55.5% |
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 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