+13.8%
VRT vs DRI
+34.0%
-20.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.1% | -18.0% | -12.7% |
| 7D | -15.4% | +6.5% | -21.9% | -15.2% |
| 30D | -19.0% | +16.4% | -35.4% | -19.3% |
| 3M | -23.8% | +13.6% | -37.5% | -24.2% |
| 6M | -37.9% | +22.0% | -59.9% | -39.5% |
| YTD | +27.0% | +29.3% | -2.3% | +26.1% |
| 1Y | +13.8% | +32.0% | -18.2% | +12.9% |
| All | +13.8% | +34.0% | -20.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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