+2,723.0%
VRT vs DUK
+107.3%
+2,615.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.5% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +0.9% | -1.7% | +2.6% | +1.2% |
| 3M | -13.4% | -0.4% | -12.9% | -13.7% |
| 6M | +11.7% | -7.2% | +18.9% | +12.8% |
| YTD | +73.2% | +5.3% | +68.0% | +70.1% |
| 1Y | +123.4% | +3.0% | +120.5% | +119.9% |
| 3Y | +606.2% | +53.1% | +553.1% | +486.5% |
| 5Y | +899.9% | +37.9% | +862.0% | +762.5% |
| All | +2,723.0% | +107.3% | +2,615.8% | +2,101.0% |
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