+594.0%
DG vs VIG
+663.1%
-69.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -2.5% | +3.1% | -5.5% | -4.4% |
| 30D | +7.7% | +5.0% | +2.6% | +4.4% |
| 3M | +13.1% | +2.7% | +10.4% | +11.4% |
| 6M | +32.0% | +11.0% | +21.1% | +23.7% |
| YTD | +3.3% | +16.0% | -12.6% | -5.8% |
| 1Y | +31.7% | +16.3% | +15.4% | +19.8% |
| 3Y | +21.7% | +66.8% | -45.1% | -14.2% |
| 5Y | -34.7% | +64.8% | -99.5% | -53.8% |
| 10Y | +106.7% | +263.6% | -156.8% | -14.8% |
| All | +594.0% | +663.1% | -69.1% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling