-20.9%
DRN vs VT
+217.6%
-238.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.8% |
| 7D | +6.0% | -0.1% | +6.1% | +6.4% |
| 30D | +20.9% | -3.1% | +23.9% | +29.7% |
| 3M | -0.5% | -3.5% | +3.0% | +8.2% |
| 6M | -2.3% | +0.5% | -2.8% | -6.8% |
| YTD | +25.4% | +10.8% | +14.6% | -6.7% |
| 1Y | +19.3% | +11.9% | +7.4% | -13.7% |
| 3Y | +66.3% | +73.0% | -6.7% | -59.7% |
| 5Y | -53.8% | +58.6% | -112.4% | -83.5% |
| 10Y | -20.9% | +219.2% | -240.1% | -91.5% |
| All | -20.9% | +217.6% | -238.6% | -91.5% |
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