+905.2%
VRT vs DRI
+72.9%
+832.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +9.1% | +0.6% | +8.5% | +8.7% |
| 30D | +0.9% | +3.8% | -2.9% | -1.4% |
| 3M | -13.4% | +13.0% | -26.4% | -20.0% |
| 6M | +11.7% | +8.3% | +3.4% | +5.4% |
| YTD | +73.2% | +20.6% | +52.6% | +53.0% |
| 1Y | +123.4% | +6.5% | +117.0% | +110.4% |
| 3Y | +606.2% | +53.7% | +552.5% | +397.5% |
| All | +905.2% | +72.9% | +832.3% | +515.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling