+13.8%
VRT vs DG
+45.3%
-31.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.5% | -21.4% | -10.5% |
| 7D | -15.4% | +12.3% | -27.7% | -12.4% |
| 30D | -19.0% | +19.3% | -38.2% | -15.3% |
| 3M | -23.8% | +11.9% | -35.7% | -21.0% |
| 6M | -37.9% | +25.0% | -62.8% | -34.4% |
| YTD | +27.0% | +8.7% | +18.2% | +34.3% |
| 1Y | +13.8% | +44.7% | -30.9% | +17.1% |
| All | +13.8% | +45.3% | -31.5% | +17.1% |
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