+2,723.0%
VRT vs DIA
+147.0%
+2,576.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.0% |
| 7D | +9.1% | -0.2% | +9.3% | +9.4% |
| 30D | +0.9% | -1.5% | +2.5% | +2.8% |
| 3M | -13.4% | +3.8% | -17.1% | -16.8% |
| 6M | +11.7% | +10.3% | +1.4% | +0.1% |
| YTD | +73.2% | +12.1% | +61.1% | +52.5% |
| 1Y | +123.4% | +18.6% | +104.8% | +84.3% |
| 3Y | +606.2% | +60.6% | +545.5% | +329.7% |
| 5Y | +899.9% | +64.4% | +835.5% | +512.9% |
| All | +2,723.0% | +147.0% | +2,576.1% | +1,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling