+611.0%
VRT vs DRI
+60.6%
+550.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +9.1% | +0.6% | +8.5% | +9.0% |
| 30D | +0.9% | +3.8% | -2.9% | 0.0% |
| 3M | -13.4% | +13.0% | -26.4% | -16.3% |
| 6M | +11.7% | +8.3% | +3.4% | +9.1% |
| YTD | +73.2% | +20.6% | +52.6% | +64.9% |
| 1Y | +123.4% | +6.5% | +117.0% | +119.0% |
| All | +611.0% | +60.6% | +550.4% | +521.8% |
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 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