+710.3%
DRN vs VT
+511.9%
+198.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | +4.9% |
| 7D | +8.2% | -4.2% | +12.4% | +20.5% |
| 30D | +22.8% | -5.8% | +28.6% | +42.4% |
| 3M | -7.7% | -5.2% | -2.5% | +5.5% |
| 6M | -2.7% | +0.1% | -2.8% | -6.7% |
| YTD | +23.0% | +8.2% | +14.8% | -4.2% |
| 1Y | +19.5% | +10.1% | +9.4% | -11.3% |
| 3Y | +52.1% | +69.7% | -17.6% | -62.7% |
| 5Y | -55.2% | +53.4% | -108.6% | -83.1% |
| 10Y | -25.0% | +219.2% | -244.3% | -94.3% |
| All | +710.3% | +511.9% | +198.5% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling