-100.0%
DRMA vs VT
+65.5%
-165.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.4% |
| 7D | -2.3% | -0.3% | -2.0% | -2.0% |
| 30D | -23.0% | -1.4% | -21.5% | -22.0% |
| 3M | -22.3% | -1.4% | -20.9% | -21.3% |
| 6M | -34.2% | +5.5% | -39.7% | -36.3% |
| YTD | -63.1% | +12.8% | -76.0% | -65.9% |
| 1Y | -72.1% | +15.4% | -87.6% | -74.5% |
| 3Y | -99.3% | +76.9% | -176.2% | -99.6% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +65.5% | -165.4% | -100.0% |
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