+647.0%
VRT vs DD
+71.8%
+575.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.9% | +3.7% | +4.6% |
| 7D | -10.6% | +9.8% | -20.4% | -16.9% |
| 30D | -17.4% | +19.3% | -36.8% | -28.5% |
| 3M | -26.4% | +9.4% | -35.8% | -31.2% |
| 6M | -41.0% | +4.8% | -45.8% | -42.7% |
| YTD | +23.8% | +30.2% | -6.4% | +1.0% |
| 1Y | +11.6% | +32.2% | -20.6% | -10.1% |
| 3Y | +403.5% | +93.1% | +310.4% | +171.0% |
| 5Y | +647.0% | +68.0% | +579.0% | +347.4% |
| All | +647.0% | +71.8% | +575.3% | +347.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling