+2,723.0%
VRT vs DTE
+93.4%
+2,629.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | +9.1% | +0.2% | +9.0% | +9.0% |
| 30D | +0.9% | -2.6% | +3.5% | +2.1% |
| 3M | -13.4% | -3.9% | -9.5% | -12.4% |
| 6M | +11.7% | -7.9% | +19.6% | +15.0% |
| YTD | +73.2% | +7.2% | +66.1% | +66.3% |
| 1Y | +123.4% | +3.1% | +120.3% | +117.8% |
| 3Y | +606.2% | +47.6% | +558.6% | +448.3% |
| 5Y | +899.9% | +32.7% | +867.2% | +715.1% |
| All | +2,723.0% | +93.4% | +2,629.7% | +1,571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling