+2,486.9%
VRT vs DHR
+130.6%
+2,356.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | -3.6% | -4.7% | -6.8% |
| 30D | -10.9% | -2.7% | -8.1% | -9.9% |
| 3M | -13.7% | +10.9% | -24.6% | -19.3% |
| 6M | -4.1% | +3.0% | -7.2% | -7.8% |
| YTD | +58.7% | -12.2% | +70.9% | +65.4% |
| 1Y | +89.6% | +3.3% | +86.3% | +80.4% |
| 3Y | +558.1% | -8.2% | +566.4% | +536.3% |
| 5Y | +953.0% | -29.9% | +982.8% | +1,056.1% |
| All | +2,486.9% | +130.6% | +2,356.2% | +1,809.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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