+361.8%
VRT vs DT
-9.2%
+371.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -21.4% | -24.7% | +3.4% | -16.6% |
| 30D | -25.8% | -27.4% | +1.6% | -20.7% |
| 3M | -33.5% | -11.1% | -22.4% | -32.6% |
| 6M | -49.0% | +13.7% | -62.7% | -52.6% |
| YTD | +12.9% | +0.2% | +12.7% | +9.9% |
| 1Y | 0.0% | -5.7% | +5.7% | +0.4% |
| 3Y | +361.8% | -8.1% | +369.9% | +369.1% |
| All | +361.8% | -9.2% | +371.0% | +369.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling