+1,151.0%
DRI vs VCLT
+102.9%
+1,048.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | +5.1% | -2.9% | +8.0% | +6.1% |
| 6M | +5.5% | -4.0% | +9.5% | +6.9% |
| YTD | +16.5% | -2.2% | +18.7% | +17.3% |
| 1Y | +2.0% | -2.6% | +4.6% | +2.9% |
| 3Y | +54.5% | +12.3% | +42.2% | +48.4% |
| 5Y | +66.6% | -16.4% | +83.0% | +74.2% |
| 10Y | +353.6% | +18.1% | +335.6% | +377.4% |
| All | +1,151.0% | +102.9% | +1,048.0% | +1,609.2% |
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