+897.9%
DRS vs VT
+345.0%
+552.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.0% | -5.1% |
| 7D | -16.8% | -4.2% | -12.6% | -14.9% |
| 30D | -10.3% | -5.8% | -4.5% | -7.6% |
| 3M | -25.9% | -5.2% | -20.6% | -23.9% |
| 6M | -16.5% | +0.1% | -16.7% | -16.6% |
| YTD | -2.6% | +8.2% | -10.8% | -6.3% |
| 1Y | -6.9% | +10.1% | -17.0% | -11.1% |
| 3Y | +67.3% | +69.7% | -2.3% | +31.8% |
| 5Y | +217.5% | +53.4% | +164.1% | +160.5% |
| 10Y | +2,694.1% | +219.2% | +2,474.9% | +1,752.4% |
| All | +897.9% | +345.0% | +552.9% | +479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling