+23.6%
VRT vs D
+15.6%
+8.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.5% |
| 7D | +10.5% | -1.4% | +11.9% | +9.7% |
| 30D | -9.3% | +7.7% | -17.1% | -5.5% |
| 3M | -29.6% | -0.3% | -29.3% | -28.6% |
| 6M | -45.4% | +10.1% | -55.4% | -42.5% |
| YTD | +24.8% | +19.1% | +5.7% | +38.1% |
| 1Y | +23.6% | +15.9% | +7.7% | +32.4% |
| All | +23.6% | +15.6% | +8.0% | +32.4% |
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 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