+1,917.9%
VRT vs DAR
+161.2%
+1,756.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +5.0% | +7.9% |
| 7D | -10.6% | -2.8% | -7.8% | -9.4% |
| 30D | -17.4% | -12.8% | -4.6% | -12.9% |
| 3M | -26.4% | -11.6% | -14.8% | -23.3% |
| 6M | -41.0% | -16.8% | -24.2% | -37.4% |
| YTD | +23.8% | +45.9% | -22.1% | +5.9% |
| 1Y | +11.6% | +61.5% | -49.9% | -8.5% |
| 3Y | +403.5% | +23.0% | +380.5% | +329.7% |
| 5Y | +647.0% | -35.8% | +682.9% | +716.7% |
| All | +1,917.9% | +161.2% | +1,756.7% | +963.6% |
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