+44.1%
DRSK vs VT
+143.2%
-99.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | -1.0% | -2.5% | +1.5% | -0.6% |
| 3M | -5.4% | -3.3% | -2.0% | -4.8% |
| 6M | -5.5% | +1.5% | -7.1% | -5.8% |
| YTD | -2.4% | +11.4% | -13.8% | -4.3% |
| 1Y | -4.7% | +11.9% | -16.6% | -6.6% |
| 3Y | +29.0% | +73.9% | -44.9% | +17.8% |
| 5Y | +8.3% | +57.9% | -49.5% | -0.3% |
| All | +44.1% | +143.2% | -99.1% | +26.9% |
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