+567.3%
VRT vs FE
+42.2%
+525.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.5% |
| 7D | -21.4% | -1.0% | -20.3% | -21.3% |
| 30D | -25.8% | +4.1% | -30.0% | -26.0% |
| 3M | -33.5% | -1.0% | -32.5% | -33.5% |
| 6M | -49.0% | +4.0% | -53.0% | -49.3% |
| YTD | +12.9% | +6.8% | +6.1% | +11.8% |
| 1Y | 0.0% | +5.3% | -5.3% | -0.8% |
| 3Y | +361.8% | +44.6% | +317.2% | +308.4% |
| All | +567.3% | +42.2% | +525.1% | +471.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling