+768.5%
DRD vs VT
+224.4%
+544.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -3.0% | -1.7% | -1.2% | -1.9% |
| 3M | +3.3% | -2.3% | +5.6% | +4.9% |
| 6M | -19.3% | +1.5% | -20.8% | -19.3% |
| YTD | -19.8% | +12.0% | -31.9% | -23.3% |
| 1Y | -9.9% | +12.9% | -22.8% | -14.0% |
| 3Y | +209.9% | +74.9% | +135.0% | +143.8% |
| 5Y | +187.6% | +59.9% | +127.7% | +128.6% |
| 10Y | +768.5% | +224.6% | +543.9% | +577.3% |
| All | +768.5% | +224.4% | +544.1% | +577.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling