+2,723.0%
VRT vs FDS
+64.7%
+2,658.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.2% |
| 7D | +9.1% | -1.9% | +11.0% | +9.6% |
| 30D | +0.9% | +9.0% | -8.1% | -1.5% |
| 3M | -13.4% | +18.9% | -32.2% | -18.5% |
| 6M | +11.7% | +35.1% | -23.4% | -1.5% |
| YTD | +73.2% | +5.5% | +67.7% | +67.7% |
| 1Y | +123.4% | -16.8% | +140.2% | +138.9% |
| 3Y | +606.2% | -28.1% | +634.2% | +693.8% |
| 5Y | +899.9% | -17.4% | +917.3% | +964.2% |
| All | +2,723.0% | +64.7% | +2,658.3% | +2,315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling