+1,740.6%
VRT vs FE
+80.2%
+1,660.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -21.4% | 0.0% | -21.3% | -21.4% |
| 30D | -25.8% | +5.2% | -31.0% | -26.7% |
| 3M | -33.5% | 0.0% | -33.5% | -33.6% |
| 6M | -49.0% | +5.0% | -54.1% | -49.9% |
| YTD | +12.9% | +7.9% | +5.1% | +10.1% |
| 1Y | 0.0% | +6.3% | -6.3% | -2.2% |
| 3Y | +361.8% | +46.0% | +315.8% | +300.1% |
| 5Y | +565.1% | +45.6% | +519.5% | +477.4% |
| All | +1,740.6% | +80.2% | +1,660.4% | +1,555.6% |
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 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