+953.6%
VRT vs DE
+96.1%
+857.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.3% |
| 7D | +2.4% | -3.0% | +5.4% | +4.1% |
| 30D | -2.7% | +11.1% | -13.8% | -8.7% |
| 3M | -9.2% | +17.6% | -26.8% | -17.0% |
| 6M | -0.5% | +13.6% | -14.1% | -7.5% |
| YTD | +62.3% | +46.3% | +16.1% | +30.7% |
| 1Y | +109.6% | +44.2% | +65.4% | +68.8% |
| 3Y | +573.1% | +76.6% | +496.5% | +370.6% |
| 5Y | +953.6% | +98.2% | +855.4% | +549.4% |
| All | +953.6% | +96.1% | +857.5% | +549.4% |
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