+123.4%
VRT vs DD
+41.5%
+81.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.1% |
| 7D | +9.1% | -3.5% | +12.6% | +12.1% |
| 30D | +0.9% | -10.3% | +11.2% | +9.9% |
| 3M | -13.4% | -7.5% | -5.8% | -7.4% |
| 6M | +11.7% | -8.0% | +19.7% | +19.3% |
| YTD | +73.2% | +10.5% | +62.8% | +78.6% |
| 1Y | +123.4% | +38.3% | +85.1% | +125.8% |
| All | +123.4% | +41.5% | +81.9% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling