-55.4%
DRN vs VT
+66.2%
-121.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.2% | +0.4% | -4.6% | -5.1% |
| 30D | -9.6% | +1.0% | -10.6% | -11.6% |
| 3M | -4.8% | +2.4% | -7.2% | -12.1% |
| 6M | -2.8% | +12.0% | -14.9% | -27.6% |
| YTD | +20.5% | +15.3% | +5.2% | -16.9% |
| 1Y | +9.8% | +22.6% | -12.8% | -35.3% |
| 3Y | +24.8% | +74.7% | -49.9% | -69.7% |
| All | -55.4% | +66.2% | -121.6% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling