+2,766.4%
VRT vs DT
+97.2%
+2,669.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +4.7% |
| 7D | +13.6% | -4.9% | +18.5% | +15.4% |
| 30D | +6.8% | +2.7% | +4.1% | +5.4% |
| 3M | -3.2% | +20.0% | -23.2% | -10.3% |
| 6M | +20.3% | +28.0% | -7.7% | +6.5% |
| YTD | +79.6% | +16.0% | +63.6% | +63.9% |
| 1Y | +139.0% | +0.7% | +138.3% | +128.8% |
| 3Y | +644.6% | +6.2% | +638.4% | +599.6% |
| 5Y | +1,024.4% | -28.1% | +1,052.5% | +1,013.3% |
| All | +2,766.4% | +97.2% | +2,669.2% | +1,804.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling