-76.0%
DRMA vs VT
+10.7%
-86.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.1% | -6.8% | -7.1% |
| 7D | -9.4% | -4.2% | -5.2% | -5.4% |
| 30D | -32.6% | -5.8% | -26.8% | -28.6% |
| 3M | -34.9% | -5.2% | -29.6% | -31.1% |
| 6M | -41.4% | +0.1% | -41.5% | -40.2% |
| YTD | -67.2% | +8.2% | -75.4% | -70.0% |
| 1Y | -76.0% | +10.1% | -86.1% | -79.1% |
| All | -76.0% | +10.7% | -86.6% | -79.1% |
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