+2,723.0%
VRT vs DD
+31.2%
+2,691.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.1% |
| 7D | +9.1% | -3.5% | +12.6% | +11.3% |
| 30D | +0.9% | -10.3% | +11.2% | +7.6% |
| 3M | -13.4% | -7.5% | -5.8% | -8.9% |
| 6M | +11.7% | -8.0% | +19.7% | +18.0% |
| YTD | +73.2% | +10.5% | +62.8% | +65.9% |
| 1Y | +123.4% | +38.3% | +85.1% | +87.7% |
| 3Y | +606.2% | +42.5% | +563.7% | +472.7% |
| 5Y | +899.9% | +60.2% | +839.7% | +669.5% |
| All | +2,723.0% | +31.2% | +2,691.8% | +1,505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling