+169.8%
DGII vs VT
+53.2%
+116.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.1% | -10.0% | -8.5% |
| 7D | -19.7% | -4.2% | -15.5% | -14.3% |
| 30D | -15.7% | -5.8% | -9.9% | -7.8% |
| 3M | -14.3% | -5.2% | -9.1% | -7.0% |
| 6M | +6.7% | +0.1% | +6.5% | +7.9% |
| YTD | +44.0% | +8.2% | +35.8% | +31.4% |
| 1Y | +71.9% | +10.1% | +61.8% | +53.2% |
| 3Y | +147.6% | +69.7% | +77.9% | +32.0% |
| 5Y | +169.8% | +53.4% | +116.4% | +67.1% |
| All | +169.8% | +53.2% | +116.6% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling