+3,203.1%
DRS vs VT
+223.7%
+2,979.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +4.3% |
| 7D | -1.4% | +0.4% | -1.7% | -1.7% |
| 30D | +0.5% | -2.6% | +3.1% | +3.2% |
| 3M | -18.6% | -3.2% | -15.3% | -15.9% |
| 6M | -11.6% | +0.9% | -12.5% | -12.8% |
| YTD | +7.4% | +11.3% | -3.9% | -3.9% |
| 1Y | +3.9% | +14.0% | -10.1% | -9.3% |
| 3Y | +88.8% | +75.8% | +13.0% | +7.9% |
| 5Y | +243.8% | +57.8% | +186.0% | +117.5% |
| 10Y | +3,203.1% | +219.8% | +2,983.3% | +1,160.1% |
| All | +3,203.1% | +223.7% | +2,979.4% | +1,160.1% |
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