-97.8%
DCGO vs VT
+88.4%
-186.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.1% |
| 7D | -11.1% | -0.1% | -10.9% | -10.7% |
| 30D | -33.4% | -3.1% | -30.4% | -30.4% |
| 3M | -60.9% | -3.5% | -57.4% | -58.7% |
| 6M | -60.5% | +0.5% | -61.0% | -60.4% |
| YTD | -74.4% | +10.8% | -85.2% | -77.3% |
| 1Y | -79.7% | +11.9% | -91.6% | -82.2% |
| 3Y | -96.1% | +73.0% | -169.0% | -97.9% |
| 5Y | -97.5% | +58.6% | -156.1% | -98.5% |
| All | -97.8% | +88.4% | -186.2% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling