-14.8%
DRUG vs VT
+74.3%
-89.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.1% |
| 7D | -58.2% | -2.3% | -55.8% | -58.3% |
| 30D | -55.8% | -5.0% | -50.8% | -55.9% |
| 3M | -71.5% | -4.9% | -66.7% | -71.6% |
| 6M | -74.1% | -1.5% | -72.6% | -74.2% |
| YTD | -70.5% | +8.5% | -79.0% | -70.2% |
| 1Y | -59.0% | +11.4% | -70.4% | -58.2% |
| 3Y | +1,603.7% | +70.1% | +1,533.6% | +1,347.0% |
| 5Y | -42.4% | +53.7% | -96.1% | -50.4% |
| All | -14.8% | +74.3% | -89.1% | -14.9% |
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