+953.6%
VRT vs DTE
+31.9%
+921.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.5% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -2.7% | -0.5% | -2.1% | -2.6% |
| 3M | -9.2% | -6.0% | -3.1% | -8.9% |
| 6M | -0.5% | -7.2% | +6.7% | 0.0% |
| YTD | +62.3% | +7.2% | +55.2% | +60.5% |
| 1Y | +109.6% | +4.1% | +105.5% | +107.7% |
| 3Y | +573.1% | +46.9% | +526.2% | +512.1% |
| 5Y | +953.6% | +32.9% | +920.7% | +915.4% |
| All | +953.6% | +31.9% | +921.7% | +915.4% |
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