+13.8%
VRT vs FPS
-14.9%
+28.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +10.5% | +13.6% | -3.0% | +1.9% |
| 30D | -9.3% | -32.4% | +23.0% | +8.5% |
| 3M | -29.6% | -41.1% | +11.5% | -11.0% |
| 6M | -45.4% | -51.4% | +6.0% | -25.4% |
| All | +13.8% | -14.9% | +28.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling