+379.7%
VRT vs FDS
-23.3%
+402.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.5% |
| 7D | +10.5% | +1.5% | +9.0% | +10.9% |
| 30D | -9.3% | +14.8% | -24.1% | -5.6% |
| 3M | -29.6% | +16.3% | -45.9% | -26.1% |
| 6M | -45.4% | +66.2% | -111.6% | -37.0% |
| YTD | +24.8% | +16.2% | +8.6% | +44.9% |
| 1Y | +23.6% | +21.8% | +1.8% | +42.8% |
| 3Y | +379.7% | -23.9% | +403.6% | +486.6% |
| All | +379.7% | -23.3% | +402.9% | +486.6% |
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