+10.1%
VT vs DRI
+31.0%
-20.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -4.0% |
| 7D | -4.2% | +3.7% | -7.9% | -4.4% |
| 30D | -5.8% | +13.5% | -19.3% | -6.5% |
| 3M | -5.2% | +10.4% | -15.6% | -5.9% |
| 6M | +0.1% | +19.5% | -19.4% | -1.5% |
| YTD | +8.2% | +28.2% | -20.0% | +5.4% |
| 1Y | +10.1% | +31.0% | -20.9% | +6.7% |
| All | +10.1% | +31.0% | -20.9% | +6.7% |
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