-66.8%
DBRG vs VT
+238.2%
-305.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.7% |
| 30D | +0.1% | +1.0% | -0.9% | -1.5% |
| 3M | +1.7% | +2.4% | -0.7% | -2.9% |
| 6M | +3.4% | +12.0% | -8.6% | -15.3% |
| YTD | +4.0% | +15.3% | -11.4% | -19.2% |
| 1Y | +41.6% | +22.6% | +19.0% | +0.5% |
| 3Y | -7.0% | +74.7% | -81.7% | -60.9% |
| 5Y | -41.1% | +66.1% | -107.3% | -72.2% |
| 10Y | -53.2% | +225.0% | -278.3% | -90.6% |
| All | -66.8% | +238.2% | -305.0% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling