+475.6%
DGII vs VT
+224.5%
+251.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -8.5% | +0.4% | -8.9% | -9.0% |
| 30D | -4.7% | +1.0% | -5.6% | -5.8% |
| 3M | +0.2% | +2.4% | -2.2% | -2.6% |
| 6M | +37.3% | +12.0% | +25.3% | +19.2% |
| YTD | +60.2% | +15.3% | +44.9% | +34.0% |
| 1Y | +103.4% | +22.6% | +80.8% | +57.4% |
| 3Y | +109.3% | +74.7% | +34.6% | +6.6% |
| 5Y | +216.7% | +66.1% | +150.6% | +72.5% |
| All | +475.6% | +224.5% | +251.1% | +47.6% |
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