+409.3%
DGRW vs VT
+275.6%
+133.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.3% |
| 7D | +0.1% | +0.4% | -0.2% | -0.2% |
| 30D | -0.5% | -2.6% | +2.1% | +1.8% |
| 3M | -1.4% | -3.2% | +1.8% | +1.4% |
| 6M | +4.1% | +0.9% | +3.2% | +3.0% |
| YTD | +11.0% | +11.3% | -0.3% | +0.5% |
| 1Y | +13.0% | +14.0% | -1.0% | +0.1% |
| 3Y | +59.2% | +75.8% | -16.6% | -4.5% |
| 5Y | +68.8% | +57.8% | +11.0% | +10.9% |
| 10Y | +269.5% | +219.8% | +49.7% | +27.7% |
| All | +409.3% | +275.6% | +133.8% | +52.6% |
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