+134.1%
DGICB vs VT
+221.8%
-87.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +4.1% | +2.4% | +1.7% | +4.0% |
| 30D | +50.5% | -1.5% | +52.0% | +50.5% |
| 3M | +16.0% | -4.1% | +20.1% | +16.3% |
| 6M | +62.8% | +0.6% | +62.3% | +62.6% |
| YTD | +65.0% | +11.0% | +54.0% | +63.4% |
| 1Y | +81.6% | +13.3% | +68.3% | +79.6% |
| 3Y | +144.4% | +73.4% | +71.0% | +136.6% |
| 5Y | +153.2% | +57.4% | +95.8% | +145.1% |
| All | +134.1% | +221.8% | -87.7% | +146.5% |
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