+535.3%
DGII vs VT
+215.5%
+319.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | -13.1% | -2.3% | -10.8% | -9.9% |
| 30D | -16.0% | -5.0% | -11.0% | -9.5% |
| 3M | -23.9% | -4.9% | -19.0% | -18.1% |
| 6M | +7.4% | -1.5% | +9.0% | +10.9% |
| YTD | +46.0% | +8.5% | +37.5% | +33.3% |
| 1Y | +77.8% | +11.4% | +66.4% | +56.8% |
| 3Y | +153.3% | +70.1% | +83.3% | +35.3% |
| 5Y | +173.5% | +53.7% | +119.8% | +66.1% |
| All | +535.3% | +215.5% | +319.7% | +120.6% |
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