+1,740.6%
VRT vs FDS
+78.8%
+1,661.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +4.2% |
| 7D | -21.4% | -0.5% | -20.8% | -21.5% |
| 30D | -25.8% | +20.2% | -46.0% | -29.3% |
| 3M | -33.5% | +19.9% | -53.4% | -37.1% |
| 6M | -49.0% | +56.2% | -105.2% | -56.7% |
| YTD | +12.9% | +14.6% | -1.6% | +6.5% |
| 1Y | 0.0% | +31.6% | -31.6% | -12.7% |
| 3Y | +361.8% | -23.8% | +385.6% | +412.8% |
| 5Y | +565.1% | -22.6% | +587.7% | +634.1% |
| All | +1,740.6% | +78.8% | +1,661.8% | +1,433.7% |
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