+3.5%
VRT vs D
+16.4%
-12.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.0% |
| 7D | -17.7% | +2.4% | -20.1% | -16.2% |
| 30D | -20.0% | +10.9% | -30.9% | -15.7% |
| 3M | -28.1% | +2.8% | -30.9% | -26.1% |
| 6M | -42.8% | +12.7% | -55.5% | -39.6% |
| YTD | +20.0% | +20.3% | -0.4% | +32.8% |
| 1Y | +3.5% | +17.1% | -13.6% | +13.1% |
| All | +3.5% | +16.4% | -12.9% | +13.1% |
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 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