+567.3%
VRT vs DT
-43.6%
+610.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -21.4% | -24.7% | +3.4% | -13.5% |
| 30D | -25.8% | -27.4% | +1.6% | -17.5% |
| 3M | -33.5% | -11.1% | -22.4% | -31.9% |
| 6M | -49.0% | +13.7% | -62.7% | -53.7% |
| YTD | +12.9% | +0.2% | +12.7% | +6.2% |
| 1Y | 0.0% | -5.7% | +5.7% | -3.3% |
| 3Y | +361.8% | -8.1% | +369.9% | +347.8% |
| All | +567.3% | -43.6% | +610.9% | +597.9% |
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