+379.7%
VRT vs FE
+50.7%
+329.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.1% |
| 7D | +10.5% | +1.2% | +9.3% | +11.1% |
| 30D | -9.3% | +4.5% | -13.8% | -7.3% |
| 3M | -29.6% | +1.3% | -30.9% | -29.1% |
| 6M | -45.4% | +8.7% | -54.0% | -43.0% |
| YTD | +24.8% | +9.2% | +15.6% | +31.2% |
| 1Y | +23.6% | +7.0% | +16.6% | +28.9% |
| 3Y | +379.7% | +51.4% | +328.3% | +506.8% |
| All | +379.7% | +50.7% | +329.0% | +506.8% |
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