+93.4%
DG vs VTEB
+25.1%
+68.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | -6.3% | -1.2% | -5.1% | -5.6% |
| 30D | +2.4% | -2.9% | +5.3% | +4.2% |
| 3M | +12.4% | -3.2% | +15.6% | +14.6% |
| 6M | -14.9% | -2.6% | -12.3% | -13.5% |
| YTD | -6.1% | -1.8% | -4.2% | -4.9% |
| 1Y | +17.9% | +0.2% | +17.6% | +18.0% |
| 3Y | +3.1% | +8.2% | -5.1% | -0.4% |
| 5Y | -38.7% | +0.8% | -39.5% | -39.1% |
| 10Y | +99.6% | +17.7% | +82.0% | +120.4% |
| All | +93.4% | +25.1% | +68.3% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling