-97.3%
DRV vs VT
+223.7%
-321.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | +2.4% |
| 7D | -7.1% | +0.4% | -7.5% | -5.6% |
| 30D | -19.7% | -2.6% | -17.2% | -24.7% |
| 3M | -0.1% | -3.2% | +3.1% | -7.3% |
| 6M | -7.1% | +0.9% | -8.0% | -5.7% |
| YTD | -31.1% | +11.3% | -42.4% | -7.9% |
| 1Y | -27.6% | +14.0% | -41.6% | +3.4% |
| 3Y | -66.6% | +75.8% | -142.5% | +83.7% |
| 5Y | -48.4% | +57.8% | -106.2% | +200.9% |
| 10Y | -97.3% | +219.8% | -317.1% | +127.4% |
| All | -97.3% | +223.7% | -321.0% | +127.4% |
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 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