+1,934.0%
VRT vs D
+38.4%
+1,895.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +10.5% | -1.4% | +11.9% | +10.6% |
| 30D | -9.3% | +7.7% | -17.1% | -10.1% |
| 3M | -29.6% | -0.3% | -29.3% | -29.6% |
| 6M | -45.4% | +10.1% | -55.4% | -46.1% |
| YTD | +24.8% | +19.1% | +5.7% | +21.9% |
| 1Y | +23.6% | +15.9% | +7.7% | +21.0% |
| 3Y | +379.7% | +75.0% | +304.7% | +326.4% |
| 5Y | +660.3% | +13.4% | +647.0% | +665.7% |
| All | +1,934.0% | +38.4% | +1,895.6% | +1,904.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling