+1,678.9%
VRT vs D
+42.4%
+1,636.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.9% | -14.0% |
| 7D | -28.1% | +6.9% | -35.1% | -28.6% |
| 30D | -30.2% | +12.3% | -42.5% | -31.0% |
| 3M | -36.4% | +3.0% | -39.4% | -36.6% |
| 6M | -48.2% | +12.8% | -60.9% | -48.9% |
| YTD | +9.2% | +22.6% | -13.4% | +6.4% |
| 1Y | -7.2% | +21.7% | -28.9% | -9.6% |
| 3Y | +338.7% | +83.9% | +254.8% | +287.0% |
| 5Y | +542.8% | +14.0% | +528.9% | +549.5% |
| All | +1,678.9% | +42.4% | +1,636.5% | +1,649.6% |
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