+63.0%
DRH vs VT
+224.5%
-161.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | +0.4% | -5.3% | -5.5% |
| 30D | -8.9% | +1.0% | -9.9% | -10.2% |
| 3M | +5.5% | +2.4% | +3.1% | +1.3% |
| 6M | +22.7% | +12.0% | +10.7% | +3.4% |
| YTD | +37.1% | +15.3% | +21.8% | +10.6% |
| 1Y | +46.2% | +22.6% | +23.6% | +7.6% |
| 3Y | +67.2% | +74.7% | -7.5% | -26.8% |
| 5Y | +53.8% | +66.1% | -12.4% | -25.9% |
| All | +63.0% | +224.5% | -161.5% | -63.9% |
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 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