+1,934.0%
VRT vs FND
+22.0%
+1,912.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.9% |
| 7D | +10.5% | -6.8% | +17.3% | +13.1% |
| 30D | -9.3% | +8.0% | -17.3% | -12.7% |
| 3M | -29.6% | -18.9% | -10.7% | -25.5% |
| 6M | -45.4% | +4.7% | -50.1% | -48.1% |
| YTD | +24.8% | -21.6% | +46.4% | +29.1% |
| 1Y | +23.6% | -22.0% | +45.6% | +27.8% |
| 3Y | +379.7% | -40.4% | +420.1% | +410.5% |
| 5Y | +660.3% | -63.8% | +724.1% | +821.6% |
| All | +1,934.0% | +22.0% | +1,912.0% | +1,555.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling