+2,545.5%
VRT vs DD
+27.6%
+2,518.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.6% | -7.0% | -8.1% |
| 7D | +2.4% | -3.8% | +6.2% | +4.8% |
| 30D | -2.7% | -9.2% | +6.6% | +3.2% |
| 3M | -9.2% | -9.0% | -0.2% | -3.6% |
| 6M | -0.5% | -5.0% | +4.4% | +3.4% |
| YTD | +62.3% | +7.4% | +55.0% | +58.2% |
| 1Y | +109.6% | +35.1% | +74.5% | +78.7% |
| 3Y | +573.1% | +43.2% | +529.9% | +445.7% |
| 5Y | +953.6% | +59.6% | +894.0% | +717.5% |
| All | +2,545.5% | +27.6% | +2,518.0% | +1,431.0% |
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