+1,917.9%
VRT vs DRI
+171.7%
+1,746.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +9.0% |
| 7D | -10.6% | +3.1% | -13.7% | -12.0% |
| 30D | -17.4% | +16.2% | -33.7% | -22.9% |
| 3M | -26.4% | +8.4% | -34.8% | -29.6% |
| 6M | -41.0% | +19.0% | -60.0% | -46.3% |
| YTD | +23.8% | +28.8% | -5.0% | +8.6% |
| 1Y | +11.6% | +33.1% | -21.5% | -3.8% |
| 3Y | +403.5% | +70.8% | +332.7% | +276.5% |
| 5Y | +647.0% | +74.2% | +572.8% | +455.2% |
| All | +1,917.9% | +171.7% | +1,746.2% | +858.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling