+3.5%
VRT vs DD
+33.0%
-29.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -4.3% |
| 7D | -17.7% | +2.2% | -19.9% | -19.0% |
| 30D | -20.0% | +20.7% | -40.7% | -33.1% |
| 3M | -28.1% | +11.3% | -39.4% | -34.7% |
| 6M | -42.8% | +6.0% | -48.8% | -45.5% |
| YTD | +20.0% | +31.7% | -11.7% | +1.2% |
| 1Y | +3.5% | +32.2% | -28.7% | -12.0% |
| All | +3.5% | +33.0% | -29.5% | -12.0% |
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 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