+573.1%
VRT vs DTE
+47.2%
+525.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.8% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -2.7% | -0.5% | -2.1% | -2.8% |
| 3M | -9.2% | -6.0% | -3.1% | -10.5% |
| 6M | -0.5% | -7.2% | +6.7% | -2.1% |
| YTD | +62.3% | +7.2% | +55.2% | +65.5% |
| 1Y | +109.6% | +4.1% | +105.5% | +112.0% |
| All | +573.1% | +47.2% | +525.9% | +673.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling