+13.8%
VRT vs FE
+6.1%
+7.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -15.4% | +1.7% | -17.1% | -14.8% |
| 30D | -19.0% | +8.1% | -27.1% | -16.5% |
| 3M | -23.8% | -1.3% | -22.5% | -24.5% |
| 6M | -37.9% | +2.9% | -40.8% | -36.8% |
| YTD | +27.0% | +8.6% | +18.4% | +28.1% |
| 1Y | +13.8% | +6.3% | +7.5% | +15.6% |
| All | +13.8% | +6.1% | +7.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling