+976.2%
VRT vs FRSH
-72.5%
+1,048.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -8.4% | -6.6% | -1.8% | -6.6% |
| 30D | -10.9% | +2.1% | -13.0% | -11.9% |
| 3M | -13.7% | +29.0% | -42.6% | -22.0% |
| 6M | -4.1% | +48.6% | -52.8% | -18.9% |
| YTD | +58.7% | -2.9% | +61.7% | +52.4% |
| 1Y | +89.6% | -7.9% | +97.5% | +85.0% |
| 3Y | +558.1% | -46.5% | +604.7% | +658.4% |
| All | +976.2% | -72.5% | +1,048.7% | +1,004.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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