+2,664.9%
VRT vs DT
+103.5%
+2,561.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.9% |
| 7D | +9.1% | -3.3% | +12.4% | +10.3% |
| 30D | +0.9% | +2.0% | -1.1% | -0.1% |
| 3M | -13.4% | +20.0% | -33.4% | -19.6% |
| 6M | +11.7% | +39.3% | -27.6% | -4.2% |
| YTD | +73.2% | +19.8% | +53.5% | +56.5% |
| 1Y | +123.4% | +4.3% | +119.1% | +111.5% |
| 3Y | +606.2% | +7.7% | +598.5% | +560.9% |
| 5Y | +899.9% | -26.8% | +926.7% | +884.4% |
| All | +2,664.9% | +103.5% | +2,561.4% | +1,718.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling