+1,855.0%
VRT vs DE
+449.3%
+1,405.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -17.7% | +3.3% | -21.0% | -18.8% |
| 30D | -20.0% | +10.7% | -30.7% | -23.8% |
| 3M | -28.1% | +13.1% | -41.2% | -32.7% |
| 6M | -42.8% | +20.2% | -63.1% | -47.9% |
| YTD | +20.0% | +48.9% | -28.9% | -1.5% |
| 1Y | +3.5% | +46.6% | -43.1% | -14.7% |
| 3Y | +366.1% | +91.4% | +274.7% | +231.8% |
| 5Y | +632.2% | +108.1% | +524.0% | +399.2% |
| All | +1,855.0% | +449.3% | +1,405.7% | +772.5% |
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 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