+119.9%
DG vs VT
+215.5%
-95.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.1% | -2.3% | +3.4% | +2.3% |
| 30D | +9.5% | -5.0% | +14.5% | +12.2% |
| 3M | +5.5% | -4.9% | +10.3% | +8.0% |
| 6M | +16.1% | -1.5% | +17.6% | +16.7% |
| YTD | +2.7% | +8.5% | -5.8% | -1.7% |
| 1Y | +42.1% | +11.4% | +30.7% | +34.2% |
| 3Y | +19.3% | +70.1% | -50.8% | -11.5% |
| 5Y | -35.3% | +53.7% | -89.1% | -49.7% |
| All | +119.9% | +215.5% | -95.6% | +0.1% |
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