-30.1%
DRN vs VT
+215.5%
-245.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.6% |
| 7D | +5.2% | -2.3% | +7.5% | +11.4% |
| 30D | +25.1% | -5.0% | +30.0% | +40.9% |
| 3M | -7.2% | -4.9% | -2.3% | +4.5% |
| 6M | -8.2% | -1.5% | -6.6% | -8.0% |
| YTD | +20.5% | +8.5% | +12.0% | -5.7% |
| 1Y | +18.8% | +11.4% | +7.5% | -13.2% |
| 3Y | +55.4% | +70.1% | -14.7% | -60.7% |
| 5Y | -56.2% | +53.7% | -109.9% | -83.1% |
| All | -30.1% | +215.5% | -245.6% | -92.2% |
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