+1,934.0%
VRT vs DHR
+169.0%
+1,765.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +1.2% | +9.3% | +9.9% |
| 30D | -9.3% | +3.7% | -13.0% | -10.5% |
| 3M | -29.6% | +14.5% | -44.1% | -33.9% |
| 6M | -45.4% | +40.9% | -86.3% | -54.7% |
| YTD | +24.8% | +2.4% | +22.4% | +21.3% |
| 1Y | +23.6% | +6.1% | +17.5% | +17.9% |
| 3Y | +379.7% | +21.0% | +358.7% | +303.8% |
| 5Y | +660.3% | -11.4% | +671.8% | +656.3% |
| All | +1,934.0% | +169.0% | +1,765.0% | +1,300.4% |
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