-38.7%
DG vs ITOT
+71.8%
-110.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.0% |
| 7D | -6.3% | -2.0% | -4.3% | -5.6% |
| 30D | +2.4% | -2.0% | +4.4% | +3.2% |
| 3M | +12.4% | +4.5% | +7.9% | +10.6% |
| 6M | -14.9% | +12.6% | -27.6% | -18.6% |
| YTD | -6.1% | +12.0% | -18.0% | -9.9% |
| 1Y | +17.9% | +17.3% | +0.6% | +11.2% |
| 3Y | +3.1% | +75.2% | -72.1% | -20.2% |
| 5Y | -38.7% | +74.0% | -112.7% | -53.8% |
| All | -38.7% | +71.8% | -110.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling