-40.5%
DRNZ vs VT
+8.5%
-49.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.7% | +5.5% |
| 7D | -12.0% | -2.3% | -9.7% | -8.0% |
| 30D | -21.8% | -5.0% | -16.8% | -13.6% |
| 3M | -35.7% | -4.9% | -30.8% | -29.0% |
| 6M | -43.5% | -1.5% | -41.9% | -40.8% |
| YTD | -33.3% | +8.5% | -41.8% | -42.2% |
| 1Y | -30.9% | +11.4% | -42.3% | -43.9% |
| All | -40.5% | +8.5% | -49.0% | -49.0% |
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