+1,855.0%
VRT vs FND
+31.4%
+1,823.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.0% |
| 7D | -17.7% | +6.8% | -24.5% | -19.9% |
| 30D | -20.0% | +13.1% | -33.1% | -24.0% |
| 3M | -28.1% | -13.1% | -15.0% | -25.6% |
| 6M | -42.8% | -0.6% | -42.3% | -44.7% |
| YTD | +20.0% | -15.5% | +35.5% | +21.2% |
| 1Y | +3.5% | -13.7% | +17.2% | +3.4% |
| 3Y | +366.1% | -35.0% | +401.1% | +382.0% |
| 5Y | +632.2% | -60.1% | +692.2% | +760.8% |
| All | +1,855.0% | +31.4% | +1,823.6% | +1,453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling