-64.5%
DRVN vs VT
+57.0%
-121.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | -4.7% | +2.4% | -7.1% | -7.0% |
| 30D | -1.8% | -1.5% | -0.3% | -0.6% |
| 3M | -11.9% | -4.1% | -7.8% | -8.2% |
| 6M | -10.6% | +0.6% | -11.2% | -12.0% |
| YTD | -23.5% | +11.0% | -34.6% | -33.2% |
| 1Y | -20.8% | +13.3% | -34.1% | -32.4% |
| 3Y | -0.3% | +73.4% | -73.7% | -50.9% |
| All | -64.5% | +57.0% | -121.5% | -78.9% |
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 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