-37.7%
DG vs VTEB
+1.2%
-39.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | -6.5% | -0.9% | -5.6% | -5.6% |
| 30D | +4.2% | -2.5% | +6.7% | +6.9% |
| 3M | +9.5% | -3.0% | +12.5% | +12.9% |
| 6M | -13.1% | -2.1% | -11.0% | -11.1% |
| YTD | -4.8% | -1.5% | -3.4% | -3.1% |
| 1Y | +20.6% | +0.2% | +20.4% | +21.1% |
| 3Y | +4.9% | +8.6% | -3.6% | -0.2% |
| All | -37.7% | +1.2% | -39.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling