+1,855.0%
VRT vs D
+39.8%
+1,815.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -17.7% | +2.4% | -20.1% | -17.9% |
| 30D | -20.0% | +10.9% | -30.9% | -20.9% |
| 3M | -28.1% | +2.8% | -30.9% | -28.3% |
| 6M | -42.8% | +12.7% | -55.5% | -43.8% |
| YTD | +20.0% | +20.3% | -0.4% | +17.1% |
| 1Y | +3.5% | +17.1% | -13.6% | +1.2% |
| 3Y | +366.1% | +75.1% | +291.0% | +315.1% |
| 5Y | +632.2% | +13.1% | +619.0% | +638.9% |
| All | +1,855.0% | +39.8% | +1,815.1% | +1,825.1% |
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