+583.4%
DG vs VIG
+630.6%
-47.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.8% |
| 7D | +8.4% | -0.4% | +8.8% | +8.7% |
| 30D | +4.9% | -1.0% | +5.9% | +5.6% |
| 3M | +29.3% | +2.8% | +26.6% | +27.1% |
| 6M | -11.3% | +8.2% | -19.5% | -15.6% |
| YTD | +1.8% | +11.0% | -9.3% | -4.8% |
| 1Y | +25.3% | +16.1% | +9.2% | +14.0% |
| 3Y | +9.1% | +56.2% | -47.1% | -19.8% |
| 5Y | -34.9% | +63.0% | -97.9% | -53.6% |
| 10Y | +108.2% | +241.4% | -133.3% | -10.8% |
| All | +583.4% | +630.6% | -47.2% | +81.8% |
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