+1,740.6%
VRT vs HD
+116.0%
+1,624.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.4% |
| 7D | -21.4% | +4.3% | -25.7% | -23.7% |
| 30D | -25.8% | +20.2% | -46.0% | -34.0% |
| 3M | -33.5% | -1.0% | -32.5% | -34.2% |
| 6M | -49.0% | +7.9% | -56.9% | -52.6% |
| YTD | +12.9% | +2.0% | +11.0% | +8.2% |
| 1Y | 0.0% | -4.3% | +4.3% | -1.0% |
| 3Y | +361.8% | +25.9% | +335.9% | +272.2% |
| 5Y | +565.1% | +5.8% | +559.3% | +493.5% |
| All | +1,740.6% | +116.0% | +1,624.6% | +1,080.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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