+98.2%
DG vs VTEB
+17.9%
+80.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -6.5% | -0.9% | -5.6% | -5.9% |
| 30D | +4.2% | -2.5% | +6.7% | +5.8% |
| 3M | +9.5% | -3.0% | +12.5% | +11.6% |
| 6M | -13.1% | -2.1% | -11.0% | -11.9% |
| YTD | -4.8% | -1.5% | -3.4% | -3.8% |
| 1Y | +20.6% | +0.2% | +20.4% | +20.8% |
| 3Y | +4.9% | +8.6% | -3.6% | +0.8% |
| 5Y | -37.9% | +1.2% | -39.1% | -38.4% |
| All | +98.2% | +17.9% | +80.3% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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