+2,486.9%
VRT vs DUK
+105.9%
+2,381.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -0.7% | -7.7% | -8.2% |
| 30D | -10.9% | -2.4% | -8.4% | -10.5% |
| 3M | -13.7% | -3.0% | -10.7% | -13.5% |
| 6M | -4.1% | -6.6% | +2.4% | -3.3% |
| YTD | +58.7% | +4.6% | +54.2% | +56.1% |
| 1Y | +89.6% | +1.2% | +88.4% | +87.3% |
| 3Y | +558.1% | +45.7% | +512.5% | +457.7% |
| 5Y | +953.0% | +40.3% | +912.7% | +800.8% |
| All | +2,486.9% | +105.9% | +2,381.0% | +1,919.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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