+139.0%
VRT vs DLR
+20.4%
+118.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.2% |
| 7D | +13.6% | +3.4% | +10.2% | +10.9% |
| 30D | +6.8% | -2.2% | +9.0% | +8.7% |
| 3M | -3.2% | +4.7% | -7.9% | -7.7% |
| 6M | +20.3% | +9.0% | +11.3% | +10.2% |
| YTD | +79.6% | +24.1% | +55.5% | +44.6% |
| 1Y | +139.0% | +20.9% | +118.1% | +90.1% |
| All | +139.0% | +20.4% | +118.6% | +90.1% |
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