+611.0%
VRT vs DG
+12.2%
+598.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.6% |
| 7D | +9.1% | +8.4% | +0.7% | +10.3% |
| 30D | +0.9% | +4.9% | -4.0% | +1.7% |
| 3M | -13.4% | +29.3% | -42.7% | -10.3% |
| 6M | +11.7% | -11.3% | +23.0% | +11.9% |
| YTD | +73.2% | +1.8% | +71.5% | +75.9% |
| 1Y | +123.4% | +25.3% | +98.1% | +132.8% |
| All | +611.0% | +12.2% | +598.8% | +778.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling