+2,831.0%
DRS vs VT
+215.5%
+2,615.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +2.9% |
| 7D | -9.7% | -2.3% | -7.3% | -7.5% |
| 30D | -4.9% | -5.0% | +0.1% | +0.1% |
| 3M | -24.7% | -4.9% | -19.8% | -21.0% |
| 6M | -18.2% | -1.5% | -16.7% | -17.3% |
| YTD | +0.5% | +8.5% | -8.0% | -7.9% |
| 1Y | -2.8% | +11.4% | -14.1% | -13.2% |
| 3Y | +75.1% | +70.1% | +5.0% | +3.4% |
| 5Y | +227.5% | +53.7% | +173.8% | +112.6% |
| All | +2,831.0% | +215.5% | +2,615.5% | +1,093.9% |
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