+905.2%
VRT vs DT
-27.0%
+932.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.0% |
| 7D | +9.1% | -3.3% | +12.4% | +10.4% |
| 30D | +0.9% | +2.0% | -1.1% | -0.2% |
| 3M | -13.4% | +20.0% | -33.4% | -20.2% |
| 6M | +11.7% | +39.3% | -27.6% | -6.0% |
| YTD | +73.2% | +19.8% | +53.5% | +55.1% |
| 1Y | +123.4% | +4.3% | +119.1% | +111.8% |
| 3Y | +606.2% | +7.7% | +598.5% | +558.4% |
| All | +905.2% | -27.0% | +932.2% | +794.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling