+573.1%
VRT vs DUK
+48.4%
+524.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -10.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.3% |
| 30D | -2.7% | +0.2% | -2.9% | -2.5% |
| 3M | -9.2% | -1.9% | -7.3% | -9.9% |
| 6M | -0.5% | -6.5% | +6.0% | -4.4% |
| YTD | +62.3% | +5.4% | +56.9% | +71.0% |
| 1Y | +109.6% | +3.6% | +106.0% | +118.9% |
| All | +573.1% | +48.4% | +524.7% | +772.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling