-92.3%
DRIP vs VT
+57.9%
-150.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +8.4% | -1.6% | +10.0% | +5.3% |
| 30D | -8.0% | -2.5% | -5.5% | -12.2% |
| 3M | -20.8% | -1.3% | -19.5% | -23.2% |
| 6M | -22.9% | +3.1% | -26.0% | -20.6% |
| YTD | -63.4% | +10.9% | -74.3% | -57.5% |
| 1Y | -63.4% | +12.1% | -75.4% | -56.4% |
| 3Y | -64.0% | +73.9% | -137.9% | +31.6% |
| All | -92.3% | +57.9% | -150.2% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling