-53.8%
DRVN vs VT
+88.4%
-142.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | +3.3% | +1.0% | +2.3% | +2.2% |
| 30D | -0.8% | -0.2% | -0.6% | -0.5% |
| 3M | -1.9% | +4.5% | -6.4% | -6.6% |
| 6M | +26.1% | +14.1% | +12.1% | +8.4% |
| YTD | -10.8% | +14.8% | -25.6% | -24.3% |
| 1Y | -30.1% | +21.2% | -51.3% | -44.5% |
| 3Y | -3.6% | +76.6% | -80.2% | -52.1% |
| 5Y | -56.5% | +66.6% | -123.1% | -76.1% |
| All | -53.8% | +88.4% | -142.3% | -77.7% |
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