+13.8%
VRT vs FND
-10.3%
+24.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.9% | -23.8% | -13.0% |
| 7D | -15.4% | +12.3% | -27.7% | -15.6% |
| 30D | -19.0% | +14.7% | -33.7% | -19.3% |
| 3M | -23.8% | -12.0% | -11.8% | -22.3% |
| 6M | -37.9% | +10.8% | -48.6% | -38.5% |
| YTD | +27.0% | -12.3% | +39.2% | +26.0% |
| 1Y | +13.8% | -13.4% | +27.2% | +13.3% |
| All | +13.8% | -10.3% | +24.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling