+2,545.5%
VRT vs USFR
+24.6%
+2,520.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | +2.4% | +0.1% | +2.4% | +2.3% |
| 30D | -2.7% | +0.3% | -2.9% | -3.4% |
| 3M | -9.2% | +1.0% | -10.2% | -11.7% |
| 6M | -0.5% | +1.9% | -2.5% | -6.4% |
| YTD | +62.3% | +2.7% | +59.7% | +48.4% |
| 1Y | +109.6% | +4.0% | +105.6% | +81.7% |
| 3Y | +573.1% | +14.0% | +559.0% | +299.7% |
| 5Y | +953.6% | +20.4% | +933.2% | +424.1% |
| All | +2,545.5% | +24.6% | +2,520.9% | +1,263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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