+2,813.2%
DRS vs VT
+221.8%
+2,591.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.1% |
| 7D | +3.6% | +2.4% | +1.3% | +1.3% |
| 30D | +0.9% | -1.5% | +2.4% | +2.5% |
| 3M | -21.1% | -4.1% | -17.0% | -17.8% |
| 6M | -16.7% | +0.6% | -17.2% | -17.4% |
| YTD | +4.1% | +11.0% | -7.0% | -6.7% |
| 1Y | +3.0% | +13.3% | -10.3% | -9.6% |
| 3Y | +77.8% | +73.4% | +4.4% | +2.9% |
| 5Y | +235.8% | +57.4% | +178.4% | +112.9% |
| All | +2,813.2% | +221.8% | +2,591.5% | +969.1% |
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