+366.1%
VRT vs DG
+23.3%
+342.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.0% |
| 7D | -17.7% | +5.2% | -22.9% | -16.8% |
| 30D | -20.0% | +7.9% | -27.9% | -18.6% |
| 3M | -28.1% | +12.7% | -40.8% | -26.3% |
| 6M | -42.8% | +22.4% | -65.3% | -40.6% |
| YTD | +20.0% | +5.4% | +14.6% | +23.3% |
| 1Y | +3.5% | +39.4% | -35.9% | +9.8% |
| 3Y | +366.1% | +24.1% | +342.0% | +439.5% |
| All | +366.1% | +23.3% | +342.8% | +439.5% |
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