+654.4%
VRT vs DUK
+56.0%
+598.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.3% |
| 7D | +10.5% | +1.9% | +8.6% | +11.1% |
| 30D | -9.3% | +8.9% | -18.2% | -7.3% |
| 3M | -29.6% | +5.6% | -35.1% | -28.4% |
| 6M | -45.4% | +7.0% | -52.3% | -44.3% |
| YTD | +24.8% | +14.0% | +10.8% | +28.3% |
| 1Y | +23.6% | +9.1% | +14.5% | +26.6% |
| 3Y | +379.7% | +67.6% | +312.1% | +344.7% |
| All | +654.4% | +56.0% | +598.4% | +613.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling