+2,826.7%
VRT vs DLR
+105.4%
+2,721.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | +13.6% | +3.4% | +10.2% | +11.4% |
| 30D | +6.8% | -2.2% | +9.0% | +8.4% |
| 3M | -3.2% | +4.7% | -7.9% | -6.7% |
| 6M | +20.3% | +9.0% | +11.3% | +13.6% |
| YTD | +79.6% | +24.1% | +55.5% | +57.0% |
| 1Y | +139.0% | +20.9% | +118.1% | +112.6% |
| 3Y | +644.6% | +60.0% | +584.6% | +497.4% |
| 5Y | +1,024.4% | +35.3% | +989.1% | +828.4% |
| All | +2,826.7% | +105.4% | +2,721.3% | +2,072.0% |
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