+379.7%
VRT vs DRI
+68.2%
+311.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +10.5% | +1.1% | +9.4% | +10.4% |
| 30D | -9.3% | +9.7% | -19.0% | -10.7% |
| 3M | -29.6% | +3.2% | -32.8% | -30.0% |
| 6M | -45.4% | +20.6% | -65.9% | -47.7% |
| YTD | +24.8% | +28.3% | -3.4% | +18.0% |
| 1Y | +23.6% | +34.5% | -10.9% | +15.6% |
| 3Y | +379.7% | +66.5% | +313.1% | +343.1% |
| All | +379.7% | +68.2% | +311.5% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling