+1,740.6%
VRT vs D
+40.3%
+1,700.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | -21.4% | +3.0% | -24.3% | -21.6% |
| 30D | -25.8% | +11.5% | -37.3% | -26.7% |
| 3M | -33.5% | +3.7% | -37.3% | -33.8% |
| 6M | -49.0% | +13.5% | -62.6% | -49.9% |
| YTD | +12.9% | +20.7% | -7.8% | +10.2% |
| 1Y | 0.0% | +18.2% | -18.2% | -2.3% |
| 3Y | +361.8% | +73.3% | +288.5% | +312.6% |
| 5Y | +565.1% | +12.3% | +552.9% | +572.7% |
| All | +1,740.6% | +40.3% | +1,700.3% | +1,712.2% |
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