-62.2%
DRVN vs VT
+53.4%
-115.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -4.1% | -2.3% | -1.8% | -1.9% |
| 30D | +1.7% | -5.0% | +6.7% | +6.9% |
| 3M | -8.3% | -4.9% | -3.4% | -3.6% |
| 6M | -10.8% | -1.5% | -9.3% | -10.3% |
| YTD | -19.8% | +8.5% | -28.3% | -28.2% |
| 1Y | -15.7% | +11.4% | -27.1% | -26.9% |
| 3Y | +3.1% | +70.1% | -67.0% | -48.3% |
| All | -62.2% | +53.4% | -115.6% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling