+654.4%
VRT vs DTE
+46.4%
+608.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | +10.5% | +3.4% | +7.1% | +10.2% |
| 30D | -9.3% | +8.9% | -18.2% | -10.0% |
| 3M | -29.6% | +1.1% | -30.6% | -29.6% |
| 6M | -45.4% | +0.1% | -45.4% | -45.5% |
| YTD | +24.8% | +11.1% | +13.8% | +23.1% |
| 1Y | +23.6% | +4.9% | +18.7% | +22.6% |
| 3Y | +379.7% | +58.6% | +321.1% | +329.6% |
| All | +654.4% | +46.4% | +608.0% | +605.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling