-28.7%
DRN vs VT
+222.7%
-251.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | 0.0% |
| 7D | +0.3% | +2.9% | -2.6% | -6.4% |
| 30D | +17.4% | -2.5% | +19.9% | +24.3% |
| 3M | -2.6% | -3.3% | +0.7% | +5.4% |
| 6M | -4.8% | +1.5% | -6.3% | -11.5% |
| YTD | +23.4% | +11.4% | +12.0% | -9.5% |
| 1Y | +16.2% | +11.9% | +4.3% | -15.9% |
| 3Y | +63.6% | +73.9% | -10.3% | -60.9% |
| 5Y | -54.6% | +57.9% | -112.5% | -83.6% |
| All | -28.7% | +222.7% | -251.4% | -92.7% |
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