+137.0%
DGICA vs VT
+357.8%
-220.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | 0.0% | +2.9% | -2.9% | -2.1% |
| 30D | +4.9% | -2.5% | +7.4% | +6.7% |
| 3M | +2.7% | -3.3% | +6.1% | +5.0% |
| 6M | +14.3% | +1.5% | +12.8% | +12.0% |
| YTD | -1.1% | +11.4% | -12.4% | -10.2% |
| 1Y | -0.1% | +11.9% | -12.0% | -9.7% |
| 3Y | +49.8% | +73.9% | -24.1% | -4.9% |
| 5Y | +65.1% | +57.9% | +7.2% | +10.3% |
| 10Y | +77.4% | +222.6% | -145.2% | -36.7% |
| All | +137.0% | +357.8% | -220.8% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling