+1,740.6%
VRT vs DRI
+167.7%
+1,573.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | -21.4% | +2.8% | -24.2% | -22.6% |
| 30D | -25.8% | +13.3% | -39.1% | -30.0% |
| 3M | -33.5% | +8.2% | -41.7% | -36.4% |
| 6M | -49.0% | +17.5% | -66.6% | -53.4% |
| YTD | +12.9% | +26.9% | -14.0% | -0.4% |
| 1Y | 0.0% | +31.6% | -31.5% | -13.5% |
| 3Y | +361.8% | +67.0% | +294.9% | +248.6% |
| 5Y | +565.1% | +72.9% | +492.2% | +395.7% |
| All | +1,740.6% | +167.7% | +1,573.0% | +779.6% |
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 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