+2,397.0%
VRT vs DE
+440.2%
+1,956.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | -7.7% | -2.4% | -5.3% | -6.7% |
| 30D | -12.0% | +9.7% | -21.7% | -16.1% |
| 3M | -11.7% | +21.4% | -33.0% | -19.5% |
| 6M | -8.1% | +15.0% | -23.1% | -14.1% |
| YTD | +53.2% | +46.4% | +6.8% | +27.2% |
| 1Y | +81.7% | +45.6% | +36.0% | +50.2% |
| 3Y | +535.3% | +76.8% | +458.5% | +371.2% |
| 5Y | +916.4% | +99.4% | +817.0% | +605.9% |
| All | +2,397.0% | +440.2% | +1,956.7% | +1,026.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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