+6.8%
VRT vs DIA
+12.5%
-5.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.5% | +5.8% |
| 7D | -10.6% | +0.8% | -11.4% | -11.4% |
| 30D | -17.4% | +1.4% | -18.8% | -19.2% |
| 3M | -26.4% | -2.7% | -23.7% | -22.1% |
| 6M | -41.0% | +6.2% | -47.2% | -46.6% |
| YTD | +23.8% | +10.1% | +13.7% | +4.0% |
| All | +6.8% | +12.5% | -5.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling