+123.4%
VRT vs FE
+11.4%
+112.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.1% |
| 7D | +9.1% | +1.9% | +7.2% | +10.1% |
| 30D | +0.9% | -1.2% | +2.1% | +0.3% |
| 3M | -13.4% | +3.5% | -16.9% | -12.1% |
| 6M | +11.7% | -6.1% | +17.8% | +12.5% |
| YTD | +73.2% | +7.6% | +65.6% | +79.9% |
| 1Y | +123.4% | +11.9% | +111.5% | +147.0% |
| All | +123.4% | +11.4% | +112.0% | +147.0% |
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