+2,826.7%
VRT vs DG
+47.5%
+2,779.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.7% | +3.9% |
| 7D | +13.6% | -2.5% | +16.1% | +13.8% |
| 30D | +6.8% | +1.0% | +5.8% | +6.7% |
| 3M | -3.2% | +20.3% | -23.5% | -4.8% |
| 6M | +20.3% | -11.7% | +32.1% | +21.6% |
| YTD | +79.6% | -2.3% | +81.9% | +79.5% |
| 1Y | +139.0% | +20.0% | +119.0% | +133.6% |
| 3Y | +644.6% | +7.2% | +637.4% | +631.0% |
| 5Y | +1,024.4% | -37.9% | +1,062.3% | +1,183.3% |
| All | +2,826.7% | +47.5% | +2,779.2% | +3,072.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling