+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.5% |
| 7D | +9.1% | +0.4% | +8.7% | +9.1% |
| 30D | +0.9% | -3.6% | +4.5% | +1.3% |
| 3M | -13.4% | -1.0% | -12.4% | -13.4% |
| 6M | +11.7% | +6.3% | +5.4% | +10.6% |
| YTD | +73.2% | +14.7% | +58.5% | +69.9% |
| 1Y | +123.4% | +16.9% | +106.5% | +118.2% |
| 3Y | +606.2% | +56.8% | +549.4% | +541.1% |
| 5Y | +899.9% | +5.2% | +894.7% | +919.1% |
| All | +2,723.0% | +34.7% | +2,688.4% | +2,687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling