+1,855.0%
VRT vs DG
+59.2%
+1,795.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | -17.7% | +5.2% | -22.9% | -17.9% |
| 30D | -20.0% | +7.9% | -27.9% | -20.4% |
| 3M | -28.1% | +12.7% | -40.8% | -28.6% |
| 6M | -42.8% | +22.4% | -65.3% | -43.9% |
| YTD | +20.0% | +5.4% | +14.6% | +19.4% |
| 1Y | +3.5% | +39.4% | -35.9% | 0.0% |
| 3Y | +366.1% | +24.1% | +342.0% | +347.2% |
| 5Y | +632.2% | -32.2% | +664.3% | +729.8% |
| All | +1,855.0% | +59.2% | +1,795.8% | +2,008.8% |
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