+48.8%
DRTS vs VT
+89.3%
-40.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +13.3% | +1.0% | +12.4% | +12.7% |
| 3M | +46.1% | +2.4% | +43.7% | +44.5% |
| 6M | +114.1% | +12.0% | +102.1% | +101.9% |
| YTD | +203.6% | +15.3% | +188.3% | +184.1% |
| 1Y | +330.7% | +22.6% | +308.1% | +294.8% |
| 3Y | +318.7% | +74.7% | +244.0% | +240.6% |
| 5Y | +52.3% | +66.1% | -13.9% | +25.4% |
| All | +48.8% | +89.3% | -40.5% | +21.5% |
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 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