+109.6%
VRT vs DIA
+16.7%
+92.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -8.2% |
| 7D | +2.4% | -1.2% | +3.6% | +4.8% |
| 30D | -2.7% | -2.7% | 0.0% | +2.2% |
| 3M | -9.2% | +3.3% | -12.5% | -14.0% |
| 6M | -0.5% | +10.4% | -10.9% | -16.3% |
| YTD | +62.3% | +10.0% | +52.3% | +37.1% |
| 1Y | +109.6% | +16.2% | +93.4% | +70.7% |
| All | +109.6% | +16.7% | +92.9% | +70.7% |
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