+2,723.0%
VRT vs USFR
+24.5%
+2,698.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | +9.1% | +0.1% | +9.1% | +9.0% |
| 30D | +0.9% | +0.3% | +0.6% | +0.1% |
| 3M | -13.4% | +1.0% | -14.4% | -15.9% |
| 6M | +11.7% | +1.9% | +9.7% | +5.0% |
| YTD | +73.2% | +2.6% | +70.6% | +58.5% |
| 1Y | +123.4% | +4.0% | +119.4% | +93.4% |
| 3Y | +606.2% | +14.1% | +592.1% | +317.8% |
| 5Y | +899.9% | +20.4% | +879.5% | +397.0% |
| All | +2,723.0% | +24.5% | +2,698.5% | +1,355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling