-45.0%
DRAY vs VT
+26.6%
-71.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | +0.4% | -3.4% | -3.2% |
| 30D | +8.9% | +1.0% | +7.9% | +8.4% |
| 3M | -5.1% | +2.4% | -7.4% | -6.1% |
| 6M | -0.4% | +12.0% | -12.4% | -8.0% |
| YTD | -31.9% | +15.3% | -47.2% | -38.5% |
| 1Y | -50.1% | +22.6% | -72.7% | -56.9% |
| All | -45.0% | +26.6% | -71.6% | -54.0% |
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 · 6 months rolling