+2,723.0%
VRT vs FE
+79.7%
+2,643.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.5% |
| 7D | +9.1% | +1.9% | +7.2% | +8.7% |
| 30D | +0.9% | -1.2% | +2.1% | +1.2% |
| 3M | -13.4% | +3.5% | -16.9% | -14.4% |
| 6M | +11.7% | -6.1% | +17.8% | +12.9% |
| YTD | +73.2% | +7.6% | +65.6% | +69.2% |
| 1Y | +123.4% | +11.9% | +111.5% | +115.6% |
| 3Y | +606.2% | +48.4% | +557.7% | +507.6% |
| 5Y | +899.9% | +44.8% | +855.1% | +769.5% |
| All | +2,723.0% | +79.7% | +2,643.3% | +2,443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling