+1,917.9%
VRT vs DIA
+142.6%
+1,775.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.5% | +7.0% |
| 7D | -10.6% | +0.8% | -11.4% | -11.5% |
| 30D | -17.4% | +1.4% | -18.8% | -18.9% |
| 3M | -26.4% | -2.7% | -23.7% | -23.9% |
| 6M | -41.0% | +6.2% | -47.2% | -44.9% |
| YTD | +23.8% | +10.1% | +13.7% | +11.6% |
| 1Y | +11.6% | +13.0% | -1.4% | -2.3% |
| 3Y | +403.5% | +61.9% | +341.6% | +204.1% |
| 5Y | +647.0% | +57.1% | +590.0% | +378.8% |
| All | +1,917.9% | +142.6% | +1,775.3% | +823.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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