-89.7%
DRIO vs VT
+255.5%
-345.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +0.4% | +6.5% | +6.4% |
| 30D | -5.5% | +1.0% | -6.5% | -6.5% |
| 3M | -4.7% | +2.4% | -7.1% | -7.3% |
| 6M | -23.0% | +12.0% | -35.0% | -32.4% |
| YTD | -36.4% | +15.3% | -51.7% | -45.9% |
| 1Y | -29.2% | +22.6% | -51.7% | -43.8% |
| 3Y | -88.7% | +74.7% | -163.4% | -93.9% |
| 5Y | -97.4% | +66.1% | -163.5% | -98.5% |
| 10Y | -91.0% | +225.0% | -316.0% | -96.4% |
| All | -89.7% | +255.5% | -345.2% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling