-99.8%
DRIP vs VT
+210.7%
-310.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +8.4% | -1.6% | +10.0% | +2.9% |
| 30D | -8.0% | -2.5% | -5.5% | -15.4% |
| 3M | -20.8% | -1.3% | -19.5% | -25.4% |
| 6M | -22.9% | +3.1% | -26.0% | -20.7% |
| YTD | -63.4% | +10.9% | -74.3% | -55.0% |
| 1Y | -63.4% | +12.1% | -75.4% | -53.6% |
| 3Y | -64.0% | +73.9% | -137.9% | +130.8% |
| 5Y | -92.1% | +58.0% | -150.1% | -57.5% |
| 10Y | -99.6% | +225.5% | -325.1% | -5.7% |
| All | -99.8% | +210.7% | -310.5% | -20.9% |
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