+6.8%
VRT vs DRI
+32.5%
-25.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.5% | +8.1% | +9.6% |
| 7D | -10.6% | +3.1% | -13.7% | -10.4% |
| 30D | -17.4% | +16.2% | -33.7% | -18.0% |
| 3M | -26.4% | +8.4% | -34.8% | -26.4% |
| 6M | -41.0% | +19.0% | -60.0% | -42.4% |
| YTD | +23.8% | +28.8% | -5.0% | +21.3% |
| All | +6.8% | +32.5% | -25.6% | +3.9% |
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