-51.3%
DRN vs VT
+224.5%
-275.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.2% | +0.4% | -4.6% | -5.2% |
| 30D | -9.6% | +1.0% | -10.6% | -11.7% |
| 3M | -4.8% | +2.4% | -7.2% | -12.8% |
| 6M | -2.8% | +12.0% | -14.9% | -29.0% |
| YTD | +20.5% | +15.3% | +5.2% | -18.6% |
| 1Y | +9.8% | +22.6% | -12.8% | -36.9% |
| 3Y | +24.8% | +74.7% | -49.9% | -69.8% |
| 5Y | -57.0% | +66.1% | -123.1% | -86.3% |
| All | -51.3% | +224.5% | -275.7% | -95.8% |
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