+2,723.0%
VRT vs DLR
+104.2%
+2,618.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.2% |
| 7D | +9.1% | +1.6% | +7.5% | +8.1% |
| 30D | +0.9% | -3.4% | +4.3% | +3.2% |
| 3M | -13.4% | +0.5% | -13.9% | -14.3% |
| 6M | +11.7% | +4.6% | +7.1% | +8.2% |
| YTD | +73.2% | +23.4% | +49.8% | +51.9% |
| 1Y | +123.4% | +19.0% | +104.4% | +100.6% |
| 3Y | +606.2% | +56.5% | +549.6% | +472.9% |
| 5Y | +899.9% | +33.3% | +866.6% | +730.3% |
| All | +2,723.0% | +104.2% | +2,618.8% | +2,002.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling