+583.4%
DG vs VEU
+224.3%
+359.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +8.4% | +1.1% | +7.3% | +7.9% |
| 30D | +4.9% | +2.2% | +2.8% | +4.0% |
| 3M | +29.3% | +3.0% | +26.4% | +27.5% |
| 6M | -11.3% | +10.9% | -22.1% | -15.1% |
| YTD | +1.8% | +18.2% | -16.4% | -5.2% |
| 1Y | +25.3% | +28.3% | -2.9% | +13.0% |
| 3Y | +9.1% | +74.6% | -65.5% | -13.8% |
| 5Y | -34.9% | +56.4% | -91.2% | -46.6% |
| 10Y | +108.2% | +153.0% | -44.9% | +39.0% |
| All | +583.4% | +224.3% | +359.1% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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