+654.4%
VRT vs DRI
+78.6%
+575.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +1.1% | +9.4% | +10.0% |
| 30D | -9.3% | +9.7% | -19.0% | -13.8% |
| 3M | -29.6% | +3.2% | -32.8% | -31.4% |
| 6M | -45.4% | +20.6% | -65.9% | -51.7% |
| YTD | +24.8% | +28.3% | -3.4% | +5.8% |
| 1Y | +23.6% | +34.5% | -10.9% | +1.4% |
| 3Y | +379.7% | +66.5% | +313.1% | +215.6% |
| All | +654.4% | +78.6% | +575.8% | +345.6% |
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