+1,917.9%
VRT vs DLR
+96.6%
+1,821.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.4% | +6.2% | +7.5% |
| 7D | -10.6% | +2.4% | -13.0% | -11.6% |
| 30D | -17.4% | +0.7% | -18.2% | -17.4% |
| 3M | -26.4% | -6.4% | -20.0% | -22.8% |
| 6M | -41.0% | -6.5% | -34.5% | -38.7% |
| YTD | +23.8% | +18.8% | +5.0% | +11.9% |
| 1Y | +11.6% | +9.0% | +2.6% | +6.4% |
| 3Y | +403.5% | +54.5% | +349.0% | +316.1% |
| 5Y | +647.0% | +35.8% | +611.2% | +530.8% |
| All | +1,917.9% | +96.6% | +1,821.3% | +1,447.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling