+2,486.9%
VRT vs DTE
+88.4%
+2,398.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.2% |
| 7D | -8.4% | -2.6% | -5.8% | -7.3% |
| 30D | -10.9% | -4.4% | -6.5% | -9.0% |
| 3M | -13.7% | -8.3% | -5.3% | -10.7% |
| 6M | -4.1% | -8.1% | +3.9% | -1.2% |
| YTD | +58.7% | +4.4% | +54.3% | +54.2% |
| 1Y | +89.6% | +0.2% | +89.5% | +87.3% |
| 3Y | +558.1% | +42.6% | +515.5% | +419.7% |
| 5Y | +953.0% | +31.5% | +921.5% | +759.9% |
| All | +2,486.9% | +88.4% | +2,398.5% | +1,449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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