+260.7%
DRTS vs VT
+10.5%
+250.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +2.7% |
| 7D | +5.1% | -2.3% | +7.4% | +10.0% |
| 30D | -3.7% | -5.0% | +1.2% | +6.8% |
| 3M | +5.6% | -4.9% | +10.5% | +16.8% |
| 6M | +80.8% | -1.5% | +82.3% | +85.0% |
| YTD | +177.2% | +8.5% | +168.7% | +135.8% |
| 1Y | +260.7% | +11.4% | +249.3% | +188.4% |
| All | +260.7% | +10.5% | +250.2% | +188.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling