+1,855.0%
VRT vs FE
+80.4%
+1,774.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -17.7% | -0.5% | -17.2% | -17.6% |
| 30D | -20.0% | +4.3% | -24.3% | -20.8% |
| 3M | -28.1% | +0.4% | -28.5% | -28.2% |
| 6M | -42.8% | +6.9% | -49.8% | -44.0% |
| YTD | +20.0% | +8.0% | +12.0% | +16.9% |
| 1Y | +3.5% | +4.8% | -1.3% | +1.6% |
| 3Y | +366.1% | +49.0% | +317.2% | +301.0% |
| 5Y | +632.2% | +46.2% | +586.0% | +535.0% |
| All | +1,855.0% | +80.4% | +1,774.6% | +1,658.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling