+2,723.0%
VRT vs DRI
+154.4%
+2,568.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +9.1% | +0.6% | +8.5% | +8.8% |
| 30D | +0.9% | +3.8% | -2.9% | -1.0% |
| 3M | -13.4% | +13.0% | -26.4% | -18.7% |
| 6M | +11.7% | +8.3% | +3.4% | +6.7% |
| YTD | +73.2% | +20.6% | +52.6% | +57.4% |
| 1Y | +123.4% | +6.5% | +117.0% | +112.8% |
| 3Y | +606.2% | +53.7% | +552.5% | +457.1% |
| 5Y | +899.9% | +72.7% | +827.2% | +651.6% |
| All | +2,723.0% | +154.4% | +2,568.6% | +1,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling