+2,723.0%
VRT vs D
+34.7%
+2,688.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +9.1% | +1.5% | +7.7% | +9.0% |
| 30D | +0.9% | -2.6% | +3.5% | +1.2% |
| 3M | -13.4% | 0.0% | -13.4% | -13.5% |
| 6M | +11.7% | +7.4% | +4.3% | +10.5% |
| YTD | +73.2% | +15.9% | +57.4% | +69.8% |
| 1Y | +123.4% | +18.1% | +105.3% | +118.0% |
| 3Y | +606.2% | +58.4% | +547.8% | +540.5% |
| 5Y | +899.9% | +5.2% | +894.7% | +920.4% |
| All | +2,723.0% | +34.7% | +2,688.4% | +2,691.4% |
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