+123.4%
VRT vs DG
+23.4%
+100.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.6% |
| 7D | +9.1% | +8.4% | +0.7% | +10.5% |
| 30D | +0.9% | +4.9% | -4.0% | +1.8% |
| 3M | -13.4% | +29.3% | -42.7% | -11.3% |
| 6M | +11.7% | -11.3% | +23.0% | +16.9% |
| YTD | +73.2% | +1.8% | +71.5% | +78.7% |
| 1Y | +123.4% | +25.3% | +98.1% | +125.1% |
| All | +123.4% | +23.4% | +100.0% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling