+631.1%
VRT vs DE
+107.9%
+523.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -17.7% | +3.3% | -21.0% | -19.0% |
| 30D | -20.0% | +10.7% | -30.7% | -24.5% |
| 3M | -28.1% | +13.1% | -41.2% | -33.5% |
| 6M | -42.8% | +20.2% | -63.1% | -48.8% |
| YTD | +20.0% | +48.9% | -28.9% | -5.0% |
| 1Y | +3.5% | +46.6% | -43.1% | -17.8% |
| 3Y | +366.1% | +91.4% | +274.7% | +205.8% |
| All | +631.1% | +107.9% | +523.2% | +336.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling