+361.8%
VRT vs DIA
+57.6%
+304.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.2% |
| 7D | -21.4% | -0.9% | -20.4% | -20.3% |
| 30D | -25.8% | +0.3% | -26.1% | -26.5% |
| 3M | -33.5% | -4.5% | -29.0% | -27.9% |
| 6M | -49.0% | +3.4% | -52.4% | -51.9% |
| YTD | +12.9% | +7.8% | +5.2% | -0.9% |
| 1Y | 0.0% | +10.7% | -10.7% | -16.5% |
| 3Y | +361.8% | +57.5% | +304.3% | +98.2% |
| All | +361.8% | +57.6% | +304.2% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling