+50.0%
VG vs DRI
+30.3%
+19.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.3% |
| 7D | -22.0% | +2.8% | -24.8% | -21.0% |
| 30D | -11.6% | +13.3% | -24.9% | -7.7% |
| 3M | -14.9% | +8.2% | -23.1% | -12.1% |
| 6M | -3.5% | +17.5% | -21.1% | +3.2% |
| YTD | +70.0% | +26.9% | +43.1% | +72.5% |
| 1Y | +50.0% | +31.6% | +18.4% | +47.2% |
| All | +50.0% | +30.3% | +19.7% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling