+105.5%
DRH vs VT
+215.5%
-110.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | -1.5% | -2.3% | +0.8% | +1.7% |
| 30D | +13.7% | -5.0% | +18.6% | +21.9% |
| 3M | +12.1% | -4.9% | +16.9% | +19.7% |
| 6M | +33.7% | -1.5% | +35.3% | +35.1% |
| YTD | +60.8% | +8.5% | +52.3% | +40.8% |
| 1Y | +77.8% | +11.4% | +66.4% | +49.8% |
| 3Y | +87.8% | +70.1% | +17.8% | -15.4% |
| 5Y | +51.9% | +53.7% | -1.8% | -18.5% |
| All | +105.5% | +215.5% | -110.0% | -47.5% |
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