+11.4%
VT vs DRI
+30.3%
-18.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.3% | +2.8% | -5.1% | -2.5% |
| 30D | -5.0% | +13.3% | -18.2% | -5.7% |
| 3M | -4.9% | +8.2% | -13.1% | -5.4% |
| 6M | -1.5% | +17.5% | -19.1% | -2.9% |
| YTD | +8.5% | +26.9% | -18.4% | +5.9% |
| 1Y | +11.4% | +31.6% | -20.2% | +8.0% |
| All | +11.4% | +30.3% | -18.9% | +8.0% |
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