+1,024.4%
VRT vs FDS
-20.4%
+1,044.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +4.2% |
| 7D | +13.6% | -5.4% | +19.0% | +14.3% |
| 30D | +6.8% | +1.6% | +5.2% | +6.4% |
| 3M | -3.2% | +17.7% | -21.0% | -6.1% |
| 6M | +20.3% | +29.1% | -8.7% | +12.2% |
| YTD | +79.6% | +1.0% | +78.6% | +86.0% |
| 1Y | +139.0% | -21.6% | +160.6% | +183.7% |
| 3Y | +644.6% | -30.1% | +674.7% | +798.4% |
| 5Y | +1,024.4% | -20.7% | +1,045.1% | +1,234.0% |
| All | +1,024.4% | -20.4% | +1,044.8% | +1,234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling