+131.8%
VRT vs DG
+21.0%
+110.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.7% | +3.1% |
| 7D | +13.6% | -2.5% | +16.1% | +13.2% |
| 30D | +6.8% | +1.0% | +5.8% | +7.0% |
| 3M | -3.2% | +20.3% | -23.5% | -1.7% |
| 6M | +20.3% | -11.7% | +32.1% | +25.1% |
| YTD | +79.6% | -2.3% | +81.9% | +84.1% |
| All | +131.8% | +21.0% | +110.8% | +133.7% |
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