+984.5%
VRT vs DOW
-37.4%
+1,021.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.4% |
| 7D | +9.1% | -2.4% | +11.5% | +9.9% |
| 30D | +0.9% | +0.4% | +0.6% | +0.4% |
| 3M | -13.4% | -14.4% | +1.0% | -9.2% |
| 6M | +11.7% | -7.0% | +18.7% | +10.5% |
| YTD | +73.2% | +30.2% | +43.0% | +45.3% |
| 1Y | +123.4% | +29.2% | +94.2% | +85.7% |
| 3Y | +606.2% | -36.7% | +642.9% | +745.3% |
| All | +984.5% | -37.4% | +1,021.9% | +1,165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling