+611.0%
VRT vs DIA
+62.7%
+548.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.4% |
| 7D | +9.1% | -0.2% | +9.3% | +9.5% |
| 30D | +0.9% | -1.5% | +2.5% | +3.7% |
| 3M | -13.4% | +3.8% | -17.1% | -18.7% |
| 6M | +11.7% | +10.3% | +1.4% | -6.2% |
| YTD | +73.2% | +12.1% | +61.1% | +41.2% |
| 1Y | +123.4% | +18.6% | +104.8% | +64.1% |
| All | +611.0% | +62.7% | +548.2% | +194.4% |
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