+1,855.0%
VRT vs DAR
+156.4%
+1,698.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.4% |
| 7D | -17.7% | -3.8% | -13.9% | -16.2% |
| 30D | -20.0% | -14.4% | -5.6% | -15.0% |
| 3M | -28.1% | -17.9% | -10.2% | -22.8% |
| 6M | -42.8% | -18.3% | -24.5% | -38.9% |
| YTD | +20.0% | +43.2% | -23.3% | +3.3% |
| 1Y | +3.5% | +57.7% | -54.2% | -14.4% |
| 3Y | +366.1% | +22.7% | +343.4% | +297.9% |
| 5Y | +632.2% | -34.0% | +666.2% | +692.1% |
| All | +1,855.0% | +156.4% | +1,698.5% | +937.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling