-10.7%
DRUG vs VT
+78.8%
-89.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +5.0% |
| 7D | -8.0% | +0.4% | -8.3% | -8.0% |
| 30D | -55.4% | -2.6% | -52.8% | -55.5% |
| 3M | -69.6% | -3.2% | -66.4% | -69.7% |
| 6M | -71.8% | +0.9% | -72.7% | -71.8% |
| YTD | -69.1% | +11.3% | -80.4% | -68.7% |
| 1Y | -59.0% | +14.0% | -73.0% | -58.2% |
| 3Y | +1,828.8% | +75.8% | +1,753.0% | +1,531.1% |
| 5Y | -39.6% | +57.8% | -97.4% | -47.9% |
| All | -10.7% | +78.8% | -89.5% | -10.6% |
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