+669.6%
DGII vs VT
+345.0%
+324.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.1% | -10.0% | -9.6% |
| 7D | -19.7% | -4.2% | -15.5% | -15.3% |
| 30D | -15.7% | -5.8% | -9.9% | -9.3% |
| 3M | -14.3% | -5.2% | -9.1% | -8.4% |
| 6M | +6.7% | +0.1% | +6.5% | +7.7% |
| YTD | +44.0% | +8.2% | +35.8% | +33.7% |
| 1Y | +71.9% | +10.1% | +61.8% | +56.6% |
| 3Y | +147.6% | +69.7% | +77.9% | +45.2% |
| 5Y | +169.8% | +53.4% | +116.4% | +77.2% |
| 10Y | +556.2% | +219.2% | +337.0% | +113.6% |
| All | +669.6% | +345.0% | +324.6% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling