+123.4%
VRT vs DLR
+19.9%
+103.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.1% |
| 7D | +9.1% | +1.6% | +7.5% | +7.9% |
| 30D | +0.9% | -3.4% | +4.3% | +3.6% |
| 3M | -13.4% | +0.5% | -13.9% | -13.9% |
| 6M | +11.7% | +4.6% | +7.1% | +6.4% |
| YTD | +73.2% | +23.4% | +49.8% | +39.9% |
| 1Y | +123.4% | +19.0% | +104.4% | +78.9% |
| All | +123.4% | +19.9% | +103.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling