+619.5%
VRT vs FE
+49.5%
+570.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.1% |
| 7D | +9.1% | +1.9% | +7.2% | +10.0% |
| 30D | +0.9% | -1.2% | +2.1% | +0.4% |
| 3M | -13.4% | +3.5% | -16.9% | -11.8% |
| 6M | +11.7% | -6.1% | +17.8% | +10.0% |
| YTD | +73.2% | +7.6% | +65.6% | +79.9% |
| 1Y | +123.4% | +11.9% | +111.5% | +136.7% |
| All | +619.5% | +49.5% | +570.0% | +755.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling