+317.9%
DRI vs VCLT
+22.0%
+295.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.4% |
| 7D | -0.3% | -1.9% | +1.6% | +0.9% |
| 30D | +10.8% | +1.4% | +9.4% | +9.9% |
| 3M | +0.9% | -1.8% | +2.7% | +2.0% |
| 6M | +16.3% | -3.9% | +20.2% | +19.2% |
| YTD | +27.8% | -3.9% | +31.7% | +30.9% |
| 1Y | +33.9% | -4.7% | +38.6% | +37.8% |
| 3Y | +67.2% | +14.1% | +53.1% | +52.3% |
| 5Y | +79.0% | -16.6% | +95.6% | +104.4% |
| All | +317.9% | +22.0% | +295.9% | +367.7% |
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