+338.1%
DRI vs VCLT
+17.0%
+321.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.1% |
| 30D | -5.2% | -1.1% | -4.1% | -4.6% |
| 3M | +2.7% | -3.7% | +6.4% | +5.0% |
| 6M | +3.6% | -4.0% | +7.6% | +6.1% |
| YTD | +15.4% | -3.4% | +18.8% | +17.7% |
| 1Y | +1.3% | -4.1% | +5.4% | +3.8% |
| 3Y | +53.1% | +11.0% | +42.1% | +42.2% |
| 5Y | +64.6% | -17.0% | +81.6% | +87.6% |
| All | +338.1% | +17.0% | +321.0% | +384.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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