+221.3%
DGRS vs VT
+294.7%
-73.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | 0.0% | +0.4% | -0.5% | -0.5% |
| 30D | -2.5% | +1.0% | -3.5% | -3.5% |
| 3M | +6.2% | +2.4% | +3.8% | +3.2% |
| 6M | +8.8% | +12.0% | -3.2% | -4.2% |
| YTD | +21.7% | +15.3% | +6.4% | +3.7% |
| 1Y | +19.1% | +22.6% | -3.5% | -5.0% |
| 3Y | +46.5% | +74.7% | -28.2% | -20.2% |
| 5Y | +47.1% | +66.1% | -19.0% | -15.6% |
| 10Y | +146.4% | +225.0% | -78.6% | -28.5% |
| All | +221.3% | +294.7% | -73.4% | -23.0% |
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