+45.9%
DRSK vs VT
+143.1%
-97.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +0.3% | -2.6% | +2.9% | +0.7% |
| 3M | -4.8% | -3.2% | -1.5% | -4.2% |
| 6M | -4.6% | +0.9% | -5.5% | -4.8% |
| YTD | -1.2% | +11.3% | -12.5% | -3.1% |
| 1Y | -2.0% | +14.0% | -16.0% | -4.3% |
| 3Y | +31.6% | +75.8% | -44.2% | +20.0% |
| 5Y | +8.5% | +57.8% | -49.3% | -0.1% |
| All | +45.9% | +143.1% | -97.2% | +28.5% |
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