+1,024.4%
VRT vs DIA
+64.1%
+960.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +5.9% |
| 7D | +13.6% | +0.1% | +13.6% | +13.4% |
| 30D | +6.8% | -2.1% | +8.8% | +10.9% |
| 3M | -3.2% | +4.2% | -7.4% | -10.3% |
| 6M | +20.3% | +11.9% | +8.5% | -2.4% |
| YTD | +79.6% | +10.8% | +68.8% | +48.4% |
| 1Y | +139.0% | +17.5% | +121.5% | +76.4% |
| 3Y | +644.6% | +59.9% | +584.7% | +207.1% |
| 5Y | +1,024.4% | +64.1% | +960.2% | +341.5% |
| All | +1,024.4% | +64.1% | +960.3% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling