-100.0%
DRCT vs VT
+67.6%
-167.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.0% | +1.7% | -26.7% | -28.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -72.2% | -1.4% | -70.8% | -71.8% |
| 3M | -94.4% | -1.4% | -93.1% | -94.5% |
| 6M | -96.5% | +5.5% | -101.9% | -96.9% |
| YTD | -98.9% | +12.8% | -111.8% | -99.2% |
| 1Y | -99.8% | +15.4% | -115.2% | -99.9% |
| 3Y | -100.0% | +76.9% | -176.8% | -100.0% |
| All | -100.0% | +67.6% | -167.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling