+1,740.6%
VRT vs DIA
+137.4%
+1,603.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | -21.4% | -0.9% | -20.4% | -20.6% |
| 30D | -25.8% | +0.3% | -26.1% | -26.2% |
| 3M | -33.5% | -4.5% | -29.0% | -29.8% |
| 6M | -49.0% | +3.4% | -52.4% | -50.8% |
| YTD | +12.9% | +7.8% | +5.2% | +4.3% |
| 1Y | 0.0% | +10.7% | -10.7% | -10.4% |
| 3Y | +361.8% | +57.5% | +304.3% | +187.7% |
| 5Y | +565.1% | +53.7% | +511.4% | +337.0% |
| All | +1,740.6% | +137.4% | +1,603.2% | +763.4% |
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 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