+1,978.7%
VRT vs DG
+59.3%
+1,919.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +0.5% | -3.0% | +3.4% | +0.6% |
| 30D | -13.7% | +8.6% | -22.3% | -14.2% |
| 3M | -26.7% | +15.0% | -41.7% | -27.4% |
| 6M | -43.8% | +32.7% | -76.5% | -45.2% |
| YTD | +27.6% | +5.5% | +22.0% | +26.9% |
| 1Y | +15.5% | +34.6% | -19.1% | +12.0% |
| 3Y | +395.6% | +24.2% | +371.4% | +375.4% |
| 5Y | +677.3% | -32.3% | +709.6% | +781.3% |
| All | +1,978.7% | +59.3% | +1,919.3% | +2,142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling