+1,855.0%
VRT vs DD
+56.4%
+1,798.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.8% |
| 7D | -17.7% | +2.2% | -19.9% | -18.3% |
| 30D | -20.0% | +20.7% | -40.7% | -28.0% |
| 3M | -28.1% | +11.3% | -39.4% | -32.0% |
| 6M | -42.8% | +6.0% | -48.8% | -44.2% |
| YTD | +20.0% | +31.7% | -11.7% | +4.3% |
| 1Y | +3.5% | +32.2% | -28.7% | -10.3% |
| 3Y | +366.1% | +92.7% | +273.4% | +221.2% |
| 5Y | +632.2% | +72.1% | +560.1% | +432.6% |
| All | +1,855.0% | +56.4% | +1,798.5% | +909.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling