+3,002.3%
DRS vs VT
+224.4%
+2,778.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.9% |
| 7D | +3.2% | -0.7% | +3.9% | +4.1% |
| 30D | +2.9% | -1.7% | +4.6% | +4.7% |
| 3M | -17.8% | -2.3% | -15.5% | -15.9% |
| 6M | -11.3% | +1.5% | -12.8% | -13.0% |
| YTD | +8.1% | +12.0% | -3.9% | -4.0% |
| 1Y | +3.8% | +12.9% | -9.0% | -8.4% |
| 3Y | +88.0% | +74.9% | +13.1% | +7.8% |
| 5Y | +250.2% | +59.9% | +190.3% | +118.4% |
| 10Y | +3,002.3% | +224.6% | +2,777.7% | +1,021.7% |
| All | +3,002.3% | +224.4% | +2,778.0% | +1,021.7% |
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