+588.3%
DG vs VCLT
+102.1%
+486.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | +8.6% | +2.8% | +5.8% | +8.2% |
| 3M | +15.0% | -0.4% | +15.4% | +15.1% |
| 6M | +32.7% | -3.1% | +35.8% | +33.3% |
| YTD | +5.5% | -2.7% | +8.2% | +5.9% |
| 1Y | +34.6% | -3.7% | +38.3% | +35.3% |
| 3Y | +24.2% | +15.6% | +8.7% | +22.7% |
| 5Y | -32.3% | -15.8% | -16.5% | -32.5% |
| 10Y | +111.1% | +23.0% | +88.1% | +114.5% |
| All | +588.3% | +102.1% | +486.2% | +671.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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