+1,934.0%
VRT vs DUK
+124.6%
+1,809.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | +10.5% | +1.9% | +8.6% | +10.2% |
| 30D | -9.3% | +8.9% | -18.2% | -10.7% |
| 3M | -29.6% | +5.6% | -35.1% | -30.3% |
| 6M | -45.4% | +7.0% | -52.3% | -46.3% |
| YTD | +24.8% | +14.0% | +10.8% | +20.8% |
| 1Y | +23.6% | +9.1% | +14.5% | +20.7% |
| 3Y | +379.7% | +67.6% | +312.1% | +291.7% |
| 5Y | +660.3% | +56.6% | +603.7% | +534.8% |
| All | +1,934.0% | +124.6% | +1,809.4% | +1,463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling