+31.7%
DRTS vs VT
+77.7%
-46.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -2.7% |
| 7D | +0.5% | -4.2% | +4.7% | +3.3% |
| 30D | -8.1% | -5.8% | -2.3% | -4.6% |
| 3M | +0.3% | -5.2% | +5.5% | +3.9% |
| 6M | +80.0% | +0.1% | +79.8% | +81.1% |
| YTD | +168.7% | +8.2% | +160.5% | +161.8% |
| 1Y | +235.9% | +10.1% | +225.7% | +225.4% |
| 3Y | +315.6% | +69.7% | +246.0% | +248.6% |
| 5Y | +33.9% | +53.4% | -19.4% | +14.8% |
| All | +31.7% | +77.7% | -46.0% | +12.0% |
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