+524.5%
DGII vs VT
+223.7%
+300.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +2.8% |
| 7D | -6.5% | +0.4% | -6.9% | -6.4% |
| 30D | -11.2% | -2.6% | -8.6% | -7.3% |
| 3M | -17.8% | -3.2% | -14.6% | -13.5% |
| 6M | +2.1% | +0.9% | +1.1% | +2.1% |
| YTD | +55.1% | +11.3% | +43.8% | +37.0% |
| 1Y | +89.6% | +14.0% | +75.6% | +62.4% |
| 3Y | +204.2% | +75.8% | +128.3% | +55.8% |
| 5Y | +196.0% | +57.8% | +138.2% | +73.9% |
| 10Y | +524.5% | +219.8% | +304.7% | +112.2% |
| All | +524.5% | +223.7% | +300.8% | +112.2% |
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