+108.5%
DRIV vs VT
+141.5%
-33.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.1% |
| 7D | -1.8% | -2.3% | +0.5% | +1.3% |
| 30D | -14.6% | -5.0% | -9.6% | -8.4% |
| 3M | -18.3% | -4.9% | -13.4% | -12.4% |
| 6M | -27.7% | -1.5% | -26.2% | -25.3% |
| YTD | -3.5% | +8.5% | -12.0% | -11.7% |
| 1Y | -3.2% | +11.4% | -14.6% | -14.3% |
| 3Y | +34.4% | +70.1% | -35.7% | -29.4% |
| 5Y | -4.5% | +53.7% | -58.2% | -41.9% |
| All | +108.5% | +141.5% | -33.0% | -17.8% |
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