+112.6%
DRIV vs VT
+146.6%
-34.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.6% |
| 30D | -11.4% | -3.1% | -8.3% | -7.4% |
| 3M | -18.3% | -3.5% | -14.8% | -14.0% |
| 6M | -26.9% | +0.5% | -27.3% | -26.4% |
| YTD | -1.6% | +10.8% | -12.3% | -12.4% |
| 1Y | -3.6% | +11.9% | -15.5% | -15.2% |
| 3Y | +38.5% | +73.0% | -34.5% | -28.9% |
| 5Y | -0.3% | +58.6% | -59.0% | -41.8% |
| All | +112.6% | +146.6% | -34.0% | -18.5% |
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