-49.0%
VRT vs DRI
+16.0%
-65.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.1% |
| 7D | -21.4% | +2.8% | -24.2% | -20.1% |
| 30D | -25.8% | +13.3% | -39.1% | -22.8% |
| 3M | -33.5% | +8.2% | -41.7% | -31.1% |
| 6M | -49.0% | +17.5% | -66.6% | -45.2% |
| All | -49.0% | +16.0% | -65.0% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling