-77.0%
DRAL vs VT
+0.8%
-77.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.2% | +1.1% | +20.0% | +12.5% |
| 7D | -7.7% | -0.7% | -7.0% | +5.7% |
| 30D | -40.5% | -1.7% | -38.8% | -24.2% |
| 3M | -37.8% | -2.3% | -35.5% | -15.3% |
| All | -77.0% | +0.8% | -77.9% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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 · Available span rolling