+1,024.4%
VRT vs DD
+61.7%
+962.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +13.6% | -0.6% | +14.2% | +14.1% |
| 30D | +6.8% | -7.4% | +14.2% | +13.7% |
| 3M | -3.2% | -6.4% | +3.2% | +2.6% |
| 6M | +20.3% | -2.5% | +22.8% | +23.6% |
| YTD | +79.6% | +10.2% | +69.4% | +68.2% |
| 1Y | +139.0% | +36.9% | +102.1% | +86.5% |
| 3Y | +644.6% | +47.0% | +597.6% | +424.6% |
| 5Y | +1,024.4% | +63.1% | +961.2% | +636.8% |
| All | +1,024.4% | +61.7% | +962.6% | +636.8% |
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 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