-97.6%
DCGO vs VT
+84.5%
-182.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | -0.8% | -2.3% | +1.5% | +2.3% |
| 30D | -29.0% | -5.0% | -24.0% | -23.9% |
| 3M | -60.8% | -4.9% | -55.9% | -57.9% |
| 6M | -60.6% | -1.5% | -59.1% | -59.6% |
| YTD | -72.1% | +8.5% | -80.6% | -74.7% |
| 1Y | -77.1% | +11.4% | -88.5% | -79.8% |
| 3Y | -95.8% | +70.1% | -165.8% | -97.7% |
| 5Y | -97.6% | +53.7% | -151.3% | -98.5% |
| All | -97.6% | +84.5% | -182.1% | -98.6% |
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