-77.7%
DRMA vs VT
+13.3%
-91.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.0% |
| 7D | -16.4% | -0.7% | -15.7% | -15.6% |
| 30D | -19.7% | -1.7% | -17.9% | -18.1% |
| 3M | -33.8% | -2.3% | -31.5% | -32.3% |
| 6M | -41.4% | +1.5% | -42.9% | -41.1% |
| YTD | -69.2% | +12.0% | -81.2% | -72.1% |
| 1Y | -77.7% | +12.9% | -90.6% | -80.1% |
| All | -77.7% | +13.3% | -91.0% | -80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling