-46.6%
VG vs DRI
+30.7%
-77.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +5.5% | -0.7% | +6.2% | +5.6% |
| 30D | -3.6% | +14.7% | -18.3% | -6.5% |
| 3M | -4.0% | +5.4% | -9.4% | -5.3% |
| 6M | +9.4% | +18.8% | -9.4% | +3.0% |
| YTD | +86.6% | +28.4% | +58.3% | +58.3% |
| 1Y | +69.5% | +37.7% | +31.8% | +34.1% |
| All | -46.6% | +30.7% | -77.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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