+1,678.9%
VRT vs FE
+81.0%
+1,597.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.9% | -14.0% |
| 7D | -28.1% | +0.6% | -28.7% | -28.2% |
| 30D | -30.2% | +6.4% | -36.6% | -31.2% |
| 3M | -36.4% | -0.5% | -35.9% | -36.4% |
| 6M | -48.2% | +4.7% | -52.9% | -49.0% |
| YTD | +9.2% | +8.4% | +0.8% | +6.3% |
| 1Y | -7.2% | +7.2% | -14.5% | -9.4% |
| 3Y | +338.7% | +44.9% | +293.8% | +281.5% |
| 5Y | +542.8% | +46.3% | +496.6% | +457.5% |
| All | +1,678.9% | +81.0% | +1,597.9% | +1,498.6% |
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 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