+567.3%
VRT vs FDS
-22.8%
+590.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +3.7% |
| 7D | -21.4% | -0.5% | -20.8% | -21.4% |
| 30D | -25.8% | +20.2% | -46.0% | -27.4% |
| 3M | -33.5% | +19.9% | -53.4% | -35.1% |
| 6M | -49.0% | +56.2% | -105.2% | -53.6% |
| YTD | +12.9% | +14.6% | -1.6% | +15.4% |
| 1Y | 0.0% | +31.6% | -31.6% | -6.7% |
| 3Y | +361.8% | -23.8% | +385.6% | +473.5% |
| All | +567.3% | -22.8% | +590.1% | +699.8% |
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 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