+1,917.9%
VRT vs D
+39.6%
+1,878.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.2% | +9.7% |
| 7D | -10.6% | +0.8% | -11.4% | -10.7% |
| 30D | -17.4% | +10.7% | -28.1% | -18.3% |
| 3M | -26.4% | +2.3% | -28.7% | -26.6% |
| 6M | -41.0% | +12.5% | -53.5% | -41.9% |
| YTD | +23.8% | +20.1% | +3.7% | +20.9% |
| 1Y | +11.6% | +15.6% | -3.9% | +9.4% |
| 3Y | +403.5% | +75.2% | +328.3% | +348.2% |
| 5Y | +647.0% | +14.6% | +632.5% | +651.5% |
| All | +1,917.9% | +39.6% | +1,878.3% | +1,887.4% |
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