+1,277.0%
DRI vs VCLT
+100.6%
+1,176.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | +15.7% | +2.3% | +13.4% | +14.8% |
| 3M | +5.8% | -1.1% | +6.8% | +6.1% |
| 6M | +18.4% | -4.2% | +22.6% | +20.1% |
| YTD | +28.2% | -3.4% | +31.6% | +29.7% |
| 1Y | +35.9% | -3.8% | +39.7% | +37.7% |
| 3Y | +67.7% | +14.7% | +53.0% | +60.1% |
| 5Y | +77.9% | -16.7% | +94.6% | +86.3% |
| 10Y | +338.7% | +20.5% | +318.2% | +368.9% |
| All | +1,277.0% | +100.6% | +1,176.5% | +1,789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling