+1,277.5%
DRI vs VCLT
+98.6%
+1,178.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.1% | -2.3% | +3.3% | +1.8% |
| 30D | +9.7% | +0.8% | +8.9% | +9.5% |
| 3M | +3.2% | -2.7% | +5.9% | +4.1% |
| 6M | +20.6% | -4.3% | +24.9% | +22.3% |
| YTD | +28.3% | -4.3% | +32.6% | +30.1% |
| 1Y | +34.5% | -4.4% | +38.9% | +36.6% |
| 3Y | +66.5% | +13.8% | +52.8% | +59.4% |
| 5Y | +79.6% | -17.0% | +96.6% | +88.4% |
| 10Y | +333.8% | +20.9% | +312.9% | +367.5% |
| All | +1,277.5% | +98.6% | +1,178.9% | +1,796.1% |
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