+2,723.0%
VRT vs DE
+452.7%
+2,270.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +9.1% | +10.0% | -0.9% | +4.1% |
| 30D | +0.9% | +13.3% | -12.4% | -5.3% |
| 3M | -13.4% | +17.5% | -30.9% | -19.8% |
| 6M | +11.7% | +13.6% | -1.9% | +5.0% |
| YTD | +73.2% | +49.8% | +23.4% | +42.3% |
| 1Y | +123.4% | +47.9% | +75.6% | +83.3% |
| 3Y | +606.2% | +72.5% | +533.6% | +430.1% |
| 5Y | +899.9% | +90.2% | +809.7% | +606.2% |
| All | +2,723.0% | +452.7% | +2,270.4% | +1,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling