+335.3%
DGRO vs VT
+228.1%
+107.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +5.2% | -2.6% | +7.8% | +7.5% |
| 3M | +2.8% | -3.2% | +6.1% | +5.6% |
| 6M | +12.4% | +0.9% | +11.5% | +10.8% |
| YTD | +18.8% | +11.3% | +7.5% | +7.0% |
| 1Y | +22.5% | +14.0% | +8.5% | +7.9% |
| 3Y | +76.8% | +75.8% | +0.9% | +4.1% |
| 5Y | +69.0% | +57.8% | +11.1% | +9.3% |
| 10Y | +267.9% | +219.8% | +48.1% | +24.1% |
| All | +335.3% | +228.1% | +107.2% | +42.4% |
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