+1,934.0%
VRT vs DE
+438.0%
+1,496.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | +10.5% | +0.3% | +10.2% | +10.5% |
| 30D | -9.3% | +3.6% | -12.9% | -10.8% |
| 3M | -29.6% | +10.2% | -39.8% | -33.3% |
| 6M | -45.4% | +16.6% | -61.9% | -49.5% |
| YTD | +24.8% | +45.8% | -21.0% | +3.5% |
| 1Y | +23.6% | +43.9% | -20.3% | +2.7% |
| 3Y | +379.7% | +89.6% | +290.1% | +242.9% |
| 5Y | +660.3% | +100.3% | +560.0% | +427.2% |
| All | +1,934.0% | +438.0% | +1,496.0% | +816.8% |
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