+619.5%
VRT vs FDS
-27.9%
+647.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +3.5% |
| 7D | +9.1% | -1.9% | +11.0% | +8.6% |
| 30D | +0.9% | +9.0% | -8.1% | +3.3% |
| 3M | -13.4% | +18.9% | -32.2% | -7.7% |
| 6M | +11.7% | +35.1% | -23.4% | +22.1% |
| YTD | +73.2% | +5.5% | +67.7% | +94.3% |
| 1Y | +123.4% | -16.8% | +140.2% | +162.5% |
| All | +619.5% | -27.9% | +647.4% | +720.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling