-96.4%
DRIO vs VT
+215.5%
-312.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.2% | -13.1% | -13.1% |
| 7D | -20.8% | -2.3% | -18.5% | -18.8% |
| 30D | -60.9% | -5.0% | -56.0% | -58.7% |
| 3M | -69.3% | -4.9% | -64.5% | -67.6% |
| 6M | -70.2% | -1.5% | -68.7% | -69.9% |
| YTD | -79.1% | +8.5% | -87.6% | -81.1% |
| 1Y | -80.3% | +11.4% | -91.7% | -82.8% |
| 3Y | -90.9% | +70.1% | -160.9% | -95.0% |
| 5Y | -99.4% | +53.7% | -153.1% | -99.6% |
| All | -96.4% | +215.5% | -312.0% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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