+95.6%
DG vs VIG
+247.5%
-151.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -6.3% | -2.2% | -4.1% | -4.9% |
| 30D | +2.4% | -3.2% | +5.7% | +4.7% |
| 3M | +12.4% | +3.0% | +9.4% | +10.3% |
| 6M | -14.9% | +8.1% | -23.1% | -19.0% |
| YTD | -6.1% | +9.1% | -15.1% | -11.1% |
| 1Y | +17.9% | +12.6% | +5.3% | +9.4% |
| 3Y | +3.1% | +55.4% | -52.2% | -24.3% |
| 5Y | -38.7% | +62.8% | -101.4% | -56.6% |
| All | +95.6% | +247.5% | -151.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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