+123.4%
VRT vs D
+15.7%
+107.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +3.9% |
| 7D | +9.1% | +0.4% | +8.7% | +9.3% |
| 30D | +0.9% | -3.6% | +4.5% | -0.4% |
| 3M | -13.4% | -1.0% | -12.4% | -13.8% |
| 6M | +11.7% | +6.3% | +5.4% | +13.7% |
| YTD | +73.2% | +14.7% | +58.5% | +83.3% |
| 1Y | +123.4% | +16.9% | +106.5% | +139.3% |
| All | +123.4% | +15.7% | +107.7% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling