+111.1%
DG vs VT
+224.4%
-113.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -3.0% | -0.7% | -2.3% | -2.6% |
| 30D | +8.6% | -1.7% | +10.4% | +9.5% |
| 3M | +15.0% | -2.3% | +17.3% | +16.3% |
| 6M | +32.7% | +1.5% | +31.2% | +31.4% |
| YTD | +5.5% | +12.0% | -6.5% | -0.7% |
| 1Y | +34.6% | +12.9% | +21.7% | +26.3% |
| 3Y | +24.2% | +74.9% | -50.7% | -9.1% |
| 5Y | -32.3% | +59.9% | -92.2% | -48.3% |
| 10Y | +111.1% | +224.6% | -113.5% | -10.4% |
| All | +111.1% | +224.4% | -113.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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